Research Catalog

International bank lending and country risk

Title
International bank lending and country risk / by Erol M. Balkan.
Author
Balkan, Erol M.
Publication
Commack, N.Y. : Nova Science Pub., 1994.

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Details

Description
xvii, 167 pages; 25 cm
Subject
  • Loans, Foreign > Econometric models
  • Bank loans > Econometric models
  • Debt relief > Econometric models
  • Country risk > Econometric models
  • Capital assets pricing model
Bibliography (note)
  • Includes bibliographical references (p. 161-164) and index.
Contents
Ch. I. Supply of Loans -- Ch. II. Country Risk and Probability of Default -- Ch. III. Assessing Country Risk -- Ch. IV. Testing the CAPM Model -- Ch. V. Conclusions -- Appendix I. Derivation of the CAPM Model -- Appendix II. Data Descriptions and Sources -- Appendix III. Mean Values and Correlations of All the Explanatory Variables -- Appendix IV. Country Rankings -- Appendix V. Creating the Democracy Index -- Appendix VI. Average Annual Spreads Over Libor -- Country Data Tables.
ISBN
1560721715 :
LCCN
94000194
OCLC
  • 29752806
  • ocm29752806
Owning Institutions
Columbia University Libraries