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

Today's Featured Book

Advanced Analytical Models, + DVD: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond
by Johnathan Mun, Wiley, May 2, 2008, Hardcover, 1032 pages

Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM

Sponsor:
Shop at Amazon.com and support DefaultRisk.com

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 28-June-2008.

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= #157,015; 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= #578,202; Reviews= (5).
Cited in 3 SOVER papers		Options, Futures and Other Derivatives by John C. Hull, Prentice Hall, (May 1, 2008), Hardcover, 744 pages. Amazon: Sales Rank= #39,194; Reviews= (67).
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= #622,161; 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= #690,559; No customer reviews yet.
Cited in 2 SOVER papers		Advanced Credit Risk Analysis by Didier Cossin, Hugues Pirotte, Wiley, (June 9, 2000), Hardcover, 400 pages. Amazon: Sales Rank= #1,245,961; Reviews= (9).
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= #6,573; Reviews= (12).
Cited in 2 SOVER papers		Econometric Analysis of Panel Data by Badi H. Baltagi, Wiley, (July 18, 2005), Paperback, 314 pages. Amazon: Sales Rank= #273,291; Reviews= (6).
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= #385,127; Reviews= (32).
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		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		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		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 2 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= #663,655; Reviews= (1).
Cited in 2 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= #643,896; Reviews= (1).
Cited in 1 SOVER papers		Stochastic Integration and Differential Equations by Philip E. Protter, Springer, (May 24, 2005), Hardcover, 302 pages. Amazon: Sales Rank= #467,006; No customer reviews yet.
Cited in 1 SOVER papers		An Introduction to Credit Risk Modeling by Christian Bluhm, Ludger Overbeck, and Christoph Wagner, Chapman & Hall/CRC, (September 27, 2002), Hardcover, 297 pages. Amazon: Sales Rank= #308,143; Reviews= (8).
Cited in 1 SOVER papers		Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms by Anthony Saunders, Linda Allen, Wiley, (February 1, 2001), Hardcover, 288 pages. Amazon: Sales Rank= #581,814; Reviews= (4).