Country risk assessment : A Guide to Global Investment Strategy

Copyright  2003 John Wiley & Sons Ltd

Contents

Preface ix
Acknowledgments xi
Foreword by Campbell R. Harvey xiii
1 Introduction 1

2 An Overview of Country Risk 9

3 The Economic and Financial Foundations of Country Risk Assessment 31

4 Country Risk Assessment Methodologies: The Qualitative, Structural
Approach to Country Risk 49

5 Assessment Methodologies: Ratings 79

6 Econometric and Mathematical Methods 115

7 Risk Models 133

8 International Portfolio Investment Analysis 149

9 Financial Crises in Emerging Market Countries: An Historical Perspective 171

10 Country Risk and Risk Mitigation Instruments 197

11 Country Risk Assessment: A Matter of Information
and Intelligence Gathering 221

Glossary 247
Index 265