A new country risk index for emerging markets : a stochastic dominance approach
Year of publication: |
2012
|
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Authors: | Agliardi, Elettra ; Agliardi, Rosella ; Pinar, Mehmet ; Stengos, Thanasēs ; Topaloglou, Nikolas |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 5, p. 741-761
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Subject: | Nonparametric stochastic dominance | Mixed Integer programming | Sovereign risk | Emerging economies | Schwellenländer | Länderrisiko | Country risk | Stochastischer Prozess | Stochastic process |
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