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A Test of Government Bond Ratings as a Measure of Political Risk

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Author Info
Linda Longfellow Blodgett (Indiana University South Bend)
Abstract

Political risk analysis benefits from a cross-disciplinary approach. For what we typically regard to be crucial political, economic and social factors often are difficult to measure. At the same time, readily quantified economic indicators and market prices often do not capture the kind of information that is relevant to political risk. Research on financial markets has the potential to bridge the gap and has contributed an important market context to the assessment of political risk.This paper was presented at the 16th International Conference of the International Trade and Finance Association in Lodz, Poland, May 11, 2006.

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Paper provided by International Trade and Finance Association in its series International Trade and Finance Association Conference Papers with number 1088.

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Date of creation: 20 Sep 2006
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Handle: RePEc:bep:itfapp:1088

Note: oai:cdlib1:itfa-1088
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This page was last updated on 2009-12-28.


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