A new country risk index for emerging markets : a stochastic dominance approach
Elettra Agliardi; Rosella Agliardi; Mehmet Pinar; Thanasis Stengos; Nikolas Topaloglou
| Year of publication: |
2012
|
|---|---|
| Authors: | Agliardi, Elettra ; Agliardi, Rosella ; Pinar, Mehmet ; Stengos, Thanasēs ; Topaloglou, Nikolas |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 5, p. 741-761
|
| Subject: | Nonparametric stochastic dominance | Mixed Integer programming | Sovereign risk | Emerging economies | Schwellenländer | Länderrisiko | Country risk | Stochastischer Prozess | Stochastic process | Index | Index number |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009700593