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Elsevier Country Risk Ratings Analysis - Empirical Trends & Volatilities

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Description

This comprehensive academic volume examines how country risk rating agencies assess economic, financial and political risk factors to produce composite risk ratings. The book provides an empirical analysis of the International Country Risk Guide rating system, using time series data to evaluate the accuracy and relevance of agency risk assessments. By analysing the methodologies and trends underlying country risk ratings, this work enables readers to understand the importance of these measures in evaluating sovereign debt, foreign investment opportunities and international financial exposure. The publication addresses critical questions about the reliability of country risk measures and how volatilities in risk ratings impact financial decision-making across markets.

Key Features

Focuses on the International Country Risk Guide rating system methodology and its approach to combining economic, financial and political risk data.

Employs time series data to conduct comparative assessment of risk ratings and identify trends in country risk volatility over time.

Evaluates the accuracy and relevance of prominent country risk rating agencies' composite risk ratings for investment and lending decisions.

Part of the Contributions to Economic Analysis series (volume 273), providing scholarly analysis grounded in rigorous empirical research.

Addresses the relationship between country risk ratings and actual risk returns in international financial markets.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
23 April 2005
Listed Since
10 December 2006

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No barcode data available

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