Modelling the Riskiness in Country Risk Ratings

by Michael McAleer and Suhejla Hoti

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...

• Format: Hardcover
• Language: English
• ISBN: 0444518371
• ISBN13: 9780444518378
• Release Date: April 2005
• Publisher: Elsevier Science Ltd
• Length: 516 Pages
• Weight: 1.98 lbs.
• Dimensions: 1.0" x 6.1" x 9.1"