Modelling the Riskiness in Country Risk Ratings
AbstractThis book presents an econometric analysis of riskiness in country risk ratings. Country risk and its associated risk ratings for 120 countries covering eight geographic regions is analysed by using the univariate and multivariate volatility models.
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How to Cite
SULEMAN, Tahir. Modelling the Riskiness in Country Risk Ratings. The New Zealand Review of Economics and Finance, [S.l.], v. 2, may 2013. ISSN 2324-478X. Available at: <https://ojs.victoria.ac.nz/nzref/article/view/1741>. Date accessed: 23 jan. 2020.