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Modelling the riskiness in country risk ratings[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	336.3435
書名/作者:	Modelling the riskiness in country risk ratings/ edited by Michael McAleer.
其他作者:	Hoti, Suhejla.
出版者:	Bingley, U.K. : : Emerald,, 2005.
面頁冊數:	1 online resource (xx, 492 p.) : : ill.
附註:	Includes index.
標題:	Business & Economics - Finance.
標題:	Business & Economics - Econometrics.
標題:	Economics.
標題:	Country risk - Mathematical models.
ISBN:	9781849508322 (electronic bk.)
ISBN:	9780444518378 (hbk.)
內容註:	Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional volatilities and conditional correlations for risk returns / Michael McAleer -- Conclusion / Michael McAleer -- Country risk models : an empirical critique / Michael McAleer -- Rating risk rating systems / Michael McAleer.
摘要、提要註:	The importance of country risk is underscored by the existence of several prominent country risk rating agencies. These agencies combine information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. As the accuracy of such countryrisk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importanceand relevance of agency risk ratings. The book focuses on the rating system of the international country risk guide. Time series data permit a comparative assessment of risk ratings for 120 countries, and highlight the importance of economic, financial and political risk ratings as components of a composite risk rating. The book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.
電子資源:	http://www.emeraldinsight.com/0573-8555/273

Modelling the riskiness in country risk ratings[electronic resource] /
Modelling the riskiness in country risk ratings[electronic resource] /edited by Michael McAleer. - Bingley, U.K. :Emerald,2005. - 1 online resource (xx, 492 p.) :ill. - Contributions to economic analysis,v. 2730573-8555 ;. - Contributions to economic analysis ;v. 210..

Includes index.

Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional volatilities and conditional correlations for risk returns / Michael McAleer -- Conclusion / Michael McAleer -- Country risk models : an empirical critique / Michael McAleer -- Rating risk rating systems / Michael McAleer.

The importance of country risk is underscored by the existence of several prominent country risk rating agencies. These agencies combine information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. As the accuracy of such countryrisk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importanceand relevance of agency risk ratings. The book focuses on the rating system of the international country risk guide. Time series data permit a comparative assessment of risk ratings for 120 countries, and highlight the importance of economic, financial and political risk ratings as components of a composite risk rating. The book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.

ISBN: 9781849508322 (electronic bk.)Subjects--Topical Terms:

400475
Business & Economics
--Finance.

LC Class. No.: HG3891.5 / .M63 2005

Dewey Class. No.: 336.3435

Universal Decimal Class. No.: 336.7

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