• Title of article

    Modelling country spillover effects in country risk ratings

  • Author/Authors

    Suhejla Hoti، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2005
  • Pages
    22
  • From page
    324
  • To page
    345
  • Keywords
    Country Risk , Risk ratings , ICRG , Risk returns , political risk , Balkan countries , Multivariate volatility models , shocks , Composite risk , Financial risk , Spillover effects , Economic risk
  • Journal title
    Emerging Markets Review
  • Serial Year
    2005
  • Journal title
    Emerging Markets Review
  • Record number

    124247