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Hammer et al., 2004 - Google Patents

Country risk ratings: Statistical and combinatorial non-recursive models

Hammer et al., 2004

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Document ID
17566324508918827116
Author
Hammer P
Kogan A
Lejeune M
Publication year
Publication venue
Rutgers University Center for Operations Research

External Links

Snippet

The central objective of this paper is to develop transparent, consistent, selfcontained, and stable country risk rating systems, closely approximating the country risk ratings provided by a major rating agency (Standard & Poor). We propose two models that achieve the stated …
Continue reading at citeseerx.ist.psu.edu (PDF) (other versions)

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