Country risk analysis in emerging markets: The Indian example

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DC Field	Value	Language
dc.contributor.author	Basu, Sankarshan
dc.date.accessioned	2020-11-05T13:58:41Z	-
dc.date.available	2020-11-05T13:58:41Z	-
dc.date.issued	2012
dc.identifier.uri	https://repository.iimb.ac.in/handle/2074/15396	-
dc.description.abstract	The Beta Country Risk Model, as described by Erb, Harvey and Viskanta (1996) and used by Andrade and Teles (2004) for Brazil, is used to estimate the country risk of India based on several macroeconomic indicators. Ordinary least squares regression is run on the white noise (unexpected component) of these variables to explain the variation in country risk to identify the most relevant of these variables. The study shows that the variation in country risk of India is highly correlated with changes in FDI flows, interest rates (monetary policy), exchange rates and the unemployment rate. The effect of political risk on overall country risk is also studied.
dc.subject	Country risk
dc.subject	Country beta model
dc.subject	Risk modeling
dc.title	Country risk analysis in emerging markets: The Indian example
dc.type	Presentation
dc.relation.conference	16th Annual Conference of the Asia Pacific Risk and Insurance Association, 24th July, 2012, Seoul
Appears in Collections:	2010-2019 P

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