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In: Contributions to economic analysis 273
In: Contributions to economic analysis Volume 273
Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional volatilities and conditional correlations for risk returns / Michael McAleer -- Conclusion / Michael McAleer -- Country risk models : an empirical critique / Michael McAleer -- Rating risk rating systems / Michael McAleer
In: Fondazione Eni Enrico Mattei (FEEM) series on economics, the environment and sustainable development
In: Edward Elgar E-Book Archive