Modelling the riskiness in country risk ratings

edited by Michael McAleer

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

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Year of publication:	2005
Other Persons:	Hoti, Suhejla (contributor) ; McAleer, Michael (contributor)
Publisher:	Bingley, U.K : Emerald
Subject:	Länderrisiko \| Country risk \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Ratingagentur \| Rating agency \| Länderrating \| Methodologie \| Ökonometrie
Published items:	13 hits in ECONIS - Online Catalogue of the ZBW

Extent:	Online-Ressource
Series:	Contributions to economic analysis. - Bingley : Emerald, ZDB-ID 2522810-9. - Vol. Volume 273
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes index
ISBN:	978-1-84950-832-2 ; 978-0-444-51837-8
Other identifiers:	10.1108/S0573-8555(2005)273 [DOI]
Classification:	Makroökonomie
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012049748