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Suhejla Hoti

Personal Details

First Name:Suhejla
Middle Name:
Last Name:Hoti
Suffix:
RePEc Short-ID:pho678
[This author has chosen not to make the email address public]
Terminal Degree: Business School; University of Western Australia (from RePEc Genealogy)

Affiliation

Department of Economics
Business School
University of Western Australia

Perth, Australia
http://www.business.uwa.edu.au/school/disciplines/economics
RePEc:edi:deuwaau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010. "Value-at-Risk for Country Risk Ratings," Working Papers in Economics 10/29, University of Canterbury, Department of Economics and Finance.
  2. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," IHEID Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies.
  3. Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla, 2011. "Value-at-Risk for country risk ratings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1454-1463.
  2. Michael McAleer & Suhejla Hoti & Felix Chan, 2009. "Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 422-440.
  3. Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2009. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 522-554.
  4. Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L., 2008. "Multivariate volatility in environmental finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 189-199.
  5. McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer, 2008. "Generalized Autoregressive Conditional Correlation," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1554-1583, December.
  6. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2007. "Measuring Risk In Environmental Finance," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 970-998, December.
  7. Suhejla Hoti & Michael McAleer, 2006. "How Does Country Risk Affect Innovation? An Application To Foreign Patents Registered In The Usa," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 691-714, September.
  8. Suhejla Hoti & Michael McAleer & Daniel Slottje, 2006. "Intellectual Property Litigation Activity In The Usa," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 715-729, September.
  9. Hoti, Suhejla, 2005. "Comparative analysis of risk ratings for the East European region," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 449-462.
  10. Suhejla Hoti & Michael McAleer & Riaz Shareef, 2005. "Modelling Country Risk and Uncertainty in Small Island Tourism Economies," Tourism Economics, , vol. 11(2), pages 159-183, June.
  11. Shareef, Riaz & Hoti, Suhejla, 2005. "Small island tourism economies and country risk ratings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 553-566.
  12. Hoti, Suhejla, 2005. "Modelling country spillover effects in country risk ratings," Emerging Markets Review, Elsevier, vol. 6(4), pages 324-345, December.
  13. Hoti, Suhejla & McAleer, Michael & Chan, Felix, 2005. "Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 46-56.
  14. Hoti, Suhejla, 2004. "An empirical evaluation of international capital flows for developing countries," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 143-160.
  15. Suhejla Hoti & Michael McAleer, 2004. "An Empirical Assessment of Country Risk Ratings and Associated Models," Journal of Economic Surveys, Wiley Blackwell, vol. 18(4), pages 539-588, September.

Chapters

  1. S. Hoti & Michael McAleer, 2005. "Introduction," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 1-8, Emerald Group Publishing Limited.
  2. S. Hoti & Michael McAleer, 2005. "Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 349-469, Emerald Group Publishing Limited.
  3. S. Hoti & Michael McAleer, 2005. "Conclusion," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 471-474, Emerald Group Publishing Limited.
  4. S. Hoti & Michael McAleer, 2005. "Assessment of Risk Ratings and Risk Returns for 120 Representative Countries," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 111-335, Emerald Group Publishing Limited.
  5. S. Hoti & Michael McAleer, 2005. "Rating Risk Rating Systems," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 93-110, Emerald Group Publishing Limited.
  6. S. Hoti & Michael McAleer, 2005. "Conditional Volatility Models for Risk Ratings and Risk Returns," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 337-347, Emerald Group Publishing Limited.
  7. S. Hoti & Michael McAleer, 2005. "Country Risk Models: An Empirical Critique," Contributions to Economic Analysis, in: Modelling the Riskiness in Country Risk Ratings, pages 9-91, Emerald Group Publishing Limited.

Books

  1. Riaz Shareef & Suheija Hoti & Michael McAleer, 2008. "The Economics of Small Island Tourism," Books, Edward Elgar Publishing, number 12968.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2003-03-19 2009-09-19 2010-05-29
  2. NEP-BAN: Banking (1) 2010-05-29
  3. NEP-ECM: Econometrics (1) 2003-03-19
  4. NEP-FMK: Financial Markets (1) 2009-09-19
  5. NEP-IFN: International Finance (1) 2010-05-29

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