DefaultRisk.com the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search
Cited in Sovereign

Up Cited in Pricing Cited in Modeling Cited in CrDrv Cited in CDO Cited in Correlation Cited in Recoveries Cited in Supervisory Cited in Testing Cited in Scoring Cited in Sovereign Cited in Liquidity Cited in Quant Cited in Other Books

Submit Your Paper

In Rememberance: World Trade Center (WTC)

Top Ten 20 Most Cited Books within Sovereign Risk Papers

Using the same citations database used to compile the overall Most Referenced Books list, I then condition on just the subset of research papers listed within Sovereign Risk. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a sovereign risk researcher. Updated as of 29-September-2010.

Cited in 4 SOVER papersCredit Risk: Pricing, Measurement, and Management

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #267,373; Reviews= (5).

Cited in 4 SOVER papersFoundations of International Macroeconomics

Foundations of International Macroeconomics
by Maurice Obstfeld, Kenneth S. Rogoff,
MIT Press, (September 12, 1996), Hardcover, 832 pages.
Amazon: Sales Rank= #295,859; Reviews= (6).

Cited in 3 SOVER papersOptions, Futures and Other Derivatives

Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (February 12, 2011), Hardcover, 864 pages.
Amazon: Sales Rank= #4,004; Reviews= (75).

Cited in 3 SOVER papersAdvanced Credit Risk Analysis

Advanced Credit Risk Analysis
by Didier Cossin, Hugues Pirotte,
Wiley, (June 9, 2000), Hardcover, 400 pages.
Amazon: Sales Rank= #1,208,707; Reviews= (9).

Cited in 3 SOVER papersHandbook of International Economics Volume 3

Handbook of International Economics Volume 3
by G.M. Grossman (Editor), K. Rogoff (Editor),
North Holland, (October 1, 1997), Paperback, 900 pages.
Amazon: Sales Rank= #1,179,279; Reviews= (1).

Cited in 3 SOVER papersEmerging Financial Markets

Emerging Financial Markets
by David O. Beim, Charles W. Calomiris,
McGraw-Hill Publishing Co., (June 1, 2001), Paperback, 384 pages.
Amazon: Sales Rank= #1,292,896; Reviews= (1).

Cited in 2 SOVER papersCredit Risk: Modeling, Valuation and Hedging

Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #722,509; Reviews= (4).

Cited in 2 SOVER papersThe Essentials of Risk Management

The Essentials of Risk Management
by Michel Crouhy, Dan Galai, and Robert Mark,
McGraw-Hill, (December 14, 2005), Hardcover, 416 pages.
Amazon: Sales Rank= #131,386; Reviews= (11).

Cited in 2 SOVER papersManaging Credit Risk: The Great Challenge for Global Financial Markets

Managing Credit Risk: The Great Challenge for Global Financial Markets
by John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo,
Wiley, (May 16, 2008), Hardcover, 656 pages.
Amazon: Sales Rank= #609,295; Reviews= (1).

Cited in 2 SOVER papersAsset Pricing

Asset Pricing
by John H. Cochrane,
Princeton University Press, (January 3, 2005), Hardcover, 568 pages.
Amazon: Sales Rank= #169,843; Reviews= (33).

Cited in 2 SOVER papersEconometric Analysis of Panel Data

Econometric Analysis of Panel Data
by Badi H. Baltagi,
Wiley, (July 18, 2005), Paperback, 314 pages.
Amazon: Sales Rank= #886,849; Reviews= (7).

Cited in 2 SOVER papersRatings, Rating Agencies and the Global Financial System

Ratings, Rating Agencies and the Global Financial System
by Richard M. Levich, Giovanni Majnoni, and Carmen Reinhart,
Springer, (August 31, 2002), Hardcover, 392 pages.
Amazon: Sales Rank= #1,111,499; No customer reviews yet.

Cited in 2 SOVER papersCountry Risk Assessment: A Guide to Global Investment Strategy

Country Risk Assessment: A Guide to Global Investment Strategy
by Michel Henry Bouchet, Ephraim Clarke, and Bertrand Groslambert,
Wiley, (August 8, 2003), Hardcover, 286 pages.
Amazon: Sales Rank= #737,716; No customer reviews yet.

Cited in 2 SOVER papersCredit Derivatives: A Guide to Instruments and Applications, 2nd Edition

Credit Derivatives: A Guide to Instruments and Applications, 2nd Edition
by Janet M. Tavakoli,
Wiley, (June 29, 2001), Hardcover, 304 pages.
Amazon: Sales Rank= #177,129; Reviews= (32).

Cited in 2 SOVER papersDealing With the Debt Crisis

Dealing With the Debt Crisis
by Ishrat Husain (Editor), Ishac Diwan (Editor),
World Bank Publications, (July 1, 1989), Paperback, 308 pages.
Amazon: Sales Rank= #3,025,130; No customer reviews yet.

Cited in 2 SOVER papersThe Jackknife and Bootstrap

The Jackknife and Bootstrap
by Jun Shao, Dongsheng Tu,
Springer, (September 12, 1996), Hardcover, 540 pages.
Amazon: Sales Rank= #558,847; Reviews= (3).

Fewer than "20" books may be shown (above) when all remaining cited books are only each represented by a single citation.

 

[ Home ] [ Search ]

Please contact me with problems or suggestions.
Copyright © 2000-2013 DefaultRisk.com