000			02885nam a2200433Ka 4500
001			bslw06334481
003			UtOrBLW
005			20210303085351.0
006			m d
007			cr un|||||||||
008			101115s2005 enka o 001 0 eng d
020			_a9781849508322 (electronic bk.) : _c£88.95 ; €126.95 ; $155.95
040			_aUtOrBLW _cUtOrBLW
050		4	_aHG3891.5 _b.M63 2005
072		7	_aKC _2bicssc
072		7	_aECO _2bicssc
072		7	_aBUS027000 _2bisacsh
072		7	_aBUS021000 _2bisacsh
080			_a336.7
082	0	4	_a336.3435 _222
245	0	0	_aModelling the riskiness in country risk ratings _h[electronic resource] / _cedited by Michael McAleer.
260			_aBingley, U.K. : _bEmerald, _c2005.
300			_a1 online resource (xx, 492 p.) : _bill.
490	1		_aContributions to economic analysis, _x0573-8555 ; _vv. 273
500			_aIncludes index.
505	0		_aIntroduction / 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			_aThe 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		_aPrint version record
650		7	_aBusiness & Economics _xFinance. _2bisacsh
650		7	_aBusiness & Economics _xEconometrics. _2bisacsh
650		7	_aEconomics. _2bicssc
650		0	_aCountry risk _xMathematical models.
700	1		_aHoti, Suhejla.
700	1		_aMcAleer, Michael.
776	1		_z9780444518378
830		0	_aContributions to economic analysis ; _vv. 273.
856	4	0	_uhttps://www.emerald.com/insight/publication/doi/10.1108/S0573-8555(2005)273
913			_1BMEbacklist
999			_c31804 _d31804