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A survey of the quantitative approaches to country risk analysis

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  • Saini, Krishan G.
  • Bates, Philip S.
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 8 (1984)
    Issue (Month): 2 (June)
    Pages: 341-356

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    Handle: RePEc:eee:jbfina:v:8:y:1984:i:2:p:341-356

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    Cited by:
    1. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
    2. Böhringer, Christoph & Löschel, Andreas, 2002. "Climate policy induced investments in developing countries: the implications of investment risks," ZEW Discussion Papers 02-68, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    3. Kalotychou, Elena & Staikouras, Sotiris K., 2006. "An empirical investigation of the loan concentration risk in Latin America," Journal of Multinational Financial Management, Elsevier, vol. 16(4), pages 363-384, October.
    4. Stephen Easton & Duane Rockerbie, 1999. "Does IMF conditionality benefit lenders?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(2), pages 347-357, June.
    5. Woller, Gray M. & Phillips, Kerk, 1995. "LDC default probabilities and U.S. commercial banks: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 4(4), pages 333-352.
    6. Nath, Hiranya K., 2009. "Country Risk Analysis: A Survey of the Quantitative Methods," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 62(1), pages 69-94.
    7. Sotiris K. Staikouras, 2005. "Multinational Banks, Credit Risk, and Financial Crises : A Qualitative Response Analysis," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(2), pages 82-106, March.
    8. Jean-Yves Jaffray & Meglena Jeleva, 2011. "How to deal with partially analyzable acts?," Theory and Decision, Springer, vol. 71(1), pages 129-149, July.
    9. Silvia Marchesi, 2001. "Adoption of an IMF Programme and Debt Rescheduling. An Empirical Analysis," Development Working Papers 152, Centro Studi Luca d\'Agliano, University of Milano.
    10. Somerville, R. A. & Taffler, R. J., 1995. "Banker judgement versus formal forecasting models: The case of country risk assessment," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 281-297, May.
    11. Maltritz, Dominik & Molchanov, Alexander, 2014. "Country credit risk determinants with model uncertainty," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 224-234.
    12. Jean-Yves Jaffray & Meglena Jeleva, 2004. "How to deal with partially analyzed acts? A proposal," Cahiers de la Maison des Sciences Economiques v04098, Université Panthéon-Sorbonne (Paris 1).
    13. Maltritz, Dominik & Molchanov, Alexander, 2013. "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5275-5284.

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