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Value-at-Risk for Country Risk Ratings. (2009). McAleer, Michael ; Hoti, Suhejla ; da Veiga, Bernardo.
In: CARF F-Series.
RePEc:cfi:fseres:cf169.

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  1. Crises and unpredictability in developing countries. (2018). San-Martin, Nerea ; Rodriguez-Castellanos, Arturo.
    In: Third World Quarterly.
    RePEc:taf:ctwqxx:v:39:y:2018:i:1:p:35-50.

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References

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  9. S. Hoti, Comparative analysis of risk ratings for the East European region, Mathematics and Computers in Simulation, 68 (2005a) 449-462.
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  11. S. Hoti, M. McAleer, Modelling spillover effects for country risk ratings and returns, Risk Letters, 1(1) (2005b) 11-17.
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  12. S. Hoti, M. McAleer, Modelling the Riskiness in Country Risk Ratings, Contributions to Economic Analysis Series, Number 273, Amsterdam, Elsevier (2005a).
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  13. S. Hoti, Modelling country spillover effects in country risk ratings, Emerging Markets Review, 6 (2005b) 324-345.
    Paper not yet in RePEc: Add citation now

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