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  4. 2011
Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/482
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dc.contributor.authorBasu, Sankarshanen_US
dc.contributor.authorDeepthi, Den_US
dc.contributor.authorReddy, Jyothsnien_US
dc.date.accessioned2012-07-26T11:27:24Z-
dc.date.accessioned2016-01-01T07:55:42Z-
dc.date.accessioned2019-05-27T08:29:14Z-
dc.date.available2012-07-26T11:27:24Z-
dc.date.available2016-01-01T07:55:42Z-
dc.date.available2019-05-27T08:29:14Z-
dc.date.copyright2011en_US
dc.date.issued2011-
dc.identifier.otherWP_IIMB_326-
dc.identifier.urihttp://repository.iimb.ac.in/handle/123456789/482-
dc.description.abstractThe 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.en_US
dc.language.isoenen_US
dc.publisherIndian Institute of Management Bangaloreen_US
dc.relation.ispartofseriesIIMB Working Paper-326;-
dc.subjectCountry risken_US
dc.subjectCountry beta modelen_US
dc.subjectRisk modelingen_US
dc.titleCountry risk analysis in emerging markets: The Indian exampleen_US
dc.typeWorking Paperen_US
dc.pages15p.en_US
dc.identifier.accessionE35437-
Appears in Collections:2011
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