000 01195nam a2200301 a 4500
001 CBN000000383
005 20151013135926.0
008 020813s2005 ne a 001 0 eng d
020 _a0444518371
020 _a9780444518378
022 _a0573-8555
040 _aCBNCAT
082 _a338.5
_222
100 1 _aHoti, Suhejla
245 1 0 _aModelling the riskiness in country risk ratings /
_cSuhejla Hoti, Michael McAleer
250 _a1st ed.
260 _aAmsterdam ; Boston :
_bElsevier,
_c2005.
300 _axix, 492 p. :
_bill. ;
_c23 cm.
440 _aContributions to economic analysis, 273.
504 _aIncludes bibliographical references and indexes.
520 _aFocussing on the rating system of the international country risk guide, this book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.
590 _aoif 17/07/14
591 _aLoan
650 0 _a
Country risk
_x Mathematical models. 

650 _a
Economics 

700 _aMcAleer, Michael.
942 _2ddc
_cBOOK
999 _c1284
_d1284