Emerging Markets and Sovereign Risk

Author:   N. Finch
Publisher:   Palgrave Macmillan
ISBN:  

9781137450654


Pages:   298
Publication Date:   05 December 2014
Format:   Hardback
Availability:   In Print   Availability explained
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Emerging Markets and Sovereign Risk


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Overview

Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the context of frontier and developing counties from international experts covering three key areas of emerging market investments, the rating sovereign risk and managing sovereign risk.

Full Product Details

Author:   N. Finch
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Dimensions:   Width: 14.00cm , Height: 2.30cm , Length: 21.60cm
Weight:   4.974kg
ISBN:  

9781137450654


ISBN 10:   1137450657
Pages:   298
Publication Date:   05 December 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

PART I: RISK AND EMERGING MARKET INVESTMENT 1. Economic Growth Vs. Equity Returns in Emerging Markets; R. McFall Lamm 2. Default Risk of Sovereign Debt in Central America; Astrid Ayala, Szabolcs Blazsek, Raúl B. González 3. Contagion in Emerging Markets ; Serge Darolles, Jérémy Dudek and Gaëlle Le Fol 4. Aspects of Volatility and Correlations in European Emerging Economies ; A. Golab, D.E. Allen and R. Powell 5. The Political Risk of Offshore Financial Centres: The Cyprus Bail-Out; David Chaikin PART II: RATING AGENCIES AND THE SOVEREIGN RATING PROCESS 6. Travels in the Ratings Space: Developed and Developing Countries Sovereign Ratings; Lúcio Vinhas de Souza 7. The Sovereign Rating Regulatory Dilemma; Jeffrey Manns 8. A Framework for Understanding the Acceptability of Rating Agency Methodologies; Nigel Finch 9. Sovereign Wealth Funds and Investment Law; Mauro Megliani 10. Common Characteristics of Rated Sovereigns Prior to Default; Marie Cavanaugh, John B Chambers and Maximillian McGraw PART III: MANAGEMENT OF SOVEREIGN RISK AND RATINGS 11. Big Projects in Small Economies: The Determinants of Sovereign Risk and its Control; Sean J. Hinton, Brian S. Fisher and Anna M. Fisher 12. Monetary Policy and International Reserves in Emerging Economies: Theory and Empirics; Prakash Kumar Shrestha and Willi Semmler 13. Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models; Emawtee Bissoondoyal-Bheenick and Robert Brooks 14. Reserve Adequacy Measures for Emerging Market Economies; Willi Semmler and Lebogang Mateane 15. The Price Impact of Sovereign Rating Announcements; Albert Metz

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Author Information

David E. Allen, University of South Australia, Australia Astrid Ayala, Universidad Francisco Marroquín, Guatemala Banita Bissoondoyal-Bheenick, Monash University, Australia Robert Brooks, Monash University, Australia Szabolcs Blazsek, Universidad Francisco Marroquín, Guatemala Marie Cavanaugh, Standard & Poor's, USA David Chaikin, University of Sydney Business School, Australia John Chambers, Standard & Poor's, USA Serge Darolles, Université Paris Dauphine, France Jérémy Dudek, Université Paris Dauphine, France Anna Fisher, BAEconomics Pty Ltd., Australia Brian Fisher, BAEconomics Pty Ltd., Australia Anna Golab, Edith Cowan University, Australia Raúl González de Paz, Central Bank of Guatemala, Guatemala Sean Hinton, Terbish Partners, China Gaëlle Le Fol, Université Paris Dauphine, France Max McGraw, Sovereign Group, USA Jeffrey Manns, George Washington University, USA R McFall Lamm, Jr, Stelac Advisory Services LLC, USA Lebogang Mateane, Schwartz Center for Economic Policy Analysis, USA Mauro Megliani, Catholic University of Milan, Italy Albert Metz, Moody's Investors Service, USA Robert Powell, Edith Cowan University, Australia Willi Semmler, The New School, USA Prakash Kumar Shrestha, Nepal Rastra Bank, Kathmandu, Nepal Dr. Lúcio Vinhas de Souza, Moody's Investor Services, USA

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