Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries … / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and … multivariate estimates of symmetric and asymmetric conditional volatilities and conditional correlations for risk returns / Michael …

Country risk has become a topic of major concern for the international financial community over the last two decades …. The importance of country ratings is underscored by the existence of several major country risk rating agencies, namely … the Economist Intelligence Unit, Euromoney, Institutional Investor, International Country Risk Guide, Moody's, Political …

conducted to examine if beta, proxied for a systematic risk, should be considered valid in the application of the CAPM at the … rate, inflation, and GDP are examples of systematic risk. Findings from this study indicate that the selection of portfolio … considered as a valid measure of systematic risk. …

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully …

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy … methods have contributed significantly to the analysis of financial risk management when there is economic uncertainty …