Modelling the Riskiness in Country Risk Ratings

  • Tahir Suleman

Abstract

This 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.

Author Biography

Tahir Suleman,
Published
2013-05-28
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 nov. 2019.