Modelling the Riskiness in Country Risk Ratings (Contributions to Economic Analysis, 273, Band 273) - Hardcover

Buch 2 von 4: Contributions to Economic Analysis
 
9780444518378: Modelling the Riskiness in Country Risk Ratings (Contributions to Economic Analysis, 273, Band 273)

Inhaltsangabe

The book focuses on agency rating system of the international country risk guide and analyses risk returns and models of conditional volatility. 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.

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