| | Top Ten 20 Most Cited Books within Sovereign Risk PapersUsing 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 3-September-2009. | Cited in 5 SOVER papers |  | 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 4 SOVER papers |  | Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #618,859; Reviews=  (5). | | Cited in 3 SOVER papers |  | Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (May 18, 2008), Hardcover, 848 pages.
Amazon: Sales Rank= #12,301; Reviews=  (72). | | Cited in 3 SOVER papers |  | Advanced Credit Risk Analysis
by Didier Cossin, Hugues Pirotte,
Wiley, (June 9, 2000), Hardcover, 400 pages.
Amazon: Sales Rank= #1,559,946; Reviews=  (9). | | Cited in 3 SOVER papers |  | 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 papers |  | 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 papers |  | Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #1,094,013; Reviews= (2). | | Cited in 2 SOVER papers |  | 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= #340,610; Reviews= (1). | | Cited in 2 SOVER papers |  | The Essentials of Risk Management
by Michel Crouhy, Dan Galai, and Robert Mark,
McGraw-Hill, (December 14, 2005), Hardcover, 416 pages.
Amazon: Sales Rank= #63,122; Reviews= (9). | | Cited in 2 SOVER papers |  | Asset Pricing
by John H. Cochrane,
Princeton University Press, (January 3, 2005), Hardcover, 568 pages.
Amazon: Sales Rank= #303,607; Reviews=  (32). | | Cited in 2 SOVER papers |  | Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge,
The MIT Press, (October 1, 2001), Hardcover, 776 pages.
Amazon: Sales Rank= #42,539; Reviews= (16). | | Cited in 2 SOVER papers |  | 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 papers |  | 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 papers |  | 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 papers |  | 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 papers |  | Computer Intensive Statistical Methods: Validation, Model Selection, and Bootstrap
by J. S. Urban. Hjorth,
Chapman & Hall/CRC, (November 1, 1993), Hardcover, 272 pages.
Amazon: Sales Rank= #1,437,408; Reviews= (2). | | Cited in 2 SOVER papers |  | 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 papers |  | The Jackknife and Bootstrap
by Jun Shao, Dongsheng Tu,
Springer, (September 12, 1996), Hardcover, 540 pages.
Amazon: Sales Rank= #558,847; Reviews= (3). | | Cited in 2 SOVER papers |  | The Jackknife, the Bootstrap, and Other Resampling Plans
by Bradley Efron,
Society for Industrial Mathematics, (January 1, 1987), Paperback, 100 pages.
Amazon: Sales Rank= #304,163; Reviews= (3). | | Cited in 1 SOVER papers |  | Stochastic Integration and Differential Equations
by Philip E. Protter,
Springer, (May 24, 2005), Hardcover, 302 pages.
Amazon: Sales Rank= #530,104; Reviews= (1). |
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