Country risk index and sovereign ratings : do they foresee financial crises?
Year of publication: |
2015
|
---|---|
Authors: | San-Martin-Albizuri, Nerea ; Rodríguez Castellanos, Arturo |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 1, p. 33-55
|
Subject: | country risk models | financial crisis forecasting | country risk index | sovereign rating | logistic regression | Länderrisiko | Country risk | Index | Index number | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Welt | World | 1992-2011 |
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