A Multiple Regression Model for Country Risk Assessment for European Countries
This paper proposes a multiple regression model for country risk assessment using the main economic-financial and political variables starting from the existing major risk rating systems. It is based on data provided by international organizations such as the International Monetary Fund, the World Bank, the Eurostat, etc. as well as by previous research papers of a large interest among the experts in this field. The model offers a complementary instrument for quickly, promptly assessing the country ratings based on the most relevant characteristics employed by prestigious agencies such as Standard and Poor’s, Moody’s, the Institutional Investor, etc. The model results are consistent with the ratings provided by these agencies, confirming its usefulness for country risk research.
Volume (Year): XI (2011)
Issue (Month): 1 (May)
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