A market based composite political risk indicator for the international banking industry

The purpose of this paper is to test an international bank market pricing model, hypothesised to arrive at new indicator of pure composite political risk for country banking sectors. The motivation is that current political risk ratings (rating social, legal and cultural factors that impact politica...

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Bibliographic Details
Main Author: Simpson, John
Format: Working Paper
Published: Centre for Research in Applied Economics, Curtin Business School 2010
Subjects:
Online Access:http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1715236
http://hdl.handle.net/20.500.11937/3829