Modelling the Riskiness in Country Risk Ratings: Volume 273
Publication Date:
Book Series:
CEAEditors:
- S. Hoti
- Michael McAleer
Chapters:
- ACKNOWLEDGEMENTS
- LIST OF TABLES
- LIST OF FIGURES
- Introduction
- Country Risk Models: An Empirical Critique
- Rating Risk Rating Systems
- Assessment of Risk Ratings and Risk Returns for 120 Representative Countries
- Conditional Volatility Models for Risk Ratings and Risk Returns
- Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns
- Conclusion
- AUTHOR INDEX
- COUNTRY INDEX
- SUBJECT INDEX