MARC details
| 000 -LEADER |
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02885nam a2200433Ka 4500 |
| 001 - CONTROL NUMBER |
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| control field |
bslw06334481 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20210303085351.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr un||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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101115s2005 enka o 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781849508322 (electronic bk.) : |
| Terms of availability |
£88.95 ; €126.95 ; $155.95 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UtOrBLW |
| Transcribing agency |
UtOrBLW |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG3891.5 |
| Item number |
.M63 2005 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
KC |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
ECO |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS027000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
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| Universal Decimal Classification number |
336.7 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
336.3435 |
| Edition number |
22 |
| 245 00 - TITLE STATEMENT |
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| Title |
Modelling the riskiness in country risk ratings |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by Michael McAleer. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
Bingley, U.K. : |
| Name of publisher, distributor, etc. |
Emerald, |
| Date of publication, distribution, etc. |
2005. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xx, 492 p.) : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Contributions to economic analysis, |
| International Standard Serial Number |
0573-8555 ; |
| Volume/sequential designation |
v. 273 |
| 500 ## - GENERAL NOTE |
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| General note |
Includes index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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 country risk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importance and 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. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
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| Source of description note |
Print version record |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Finance. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Econometrics. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics. |
| Source of heading or term |
bicssc |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Country risk |
| General subdivision |
Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Hoti, Suhejla. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
McAleer, Michael. |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY |
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| International Standard Book Number |
9780444518378 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Contributions to economic analysis ; |
| Volume/sequential designation |
v. 273. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://www.emerald.com/insight/publication/doi/10.1108/S0573-8555(2005)273">https://www.emerald.com/insight/publication/doi/10.1108/S0573-8555(2005)273</a> |
| 913 ## - |
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| -- |
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