Discovery Projects - Grant ID: DP0555889

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0555889

Funding Status
Closed

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Funded Activity Summary

Quantifying Country Credit Risk Ratings and Volatility, and Measuring the Impact of Fundamentals. National/community benefits include developing a superior quantifiable ratings method to the qualitative rankings produced by leading international country credit risk ratings agencies, measuring the impact of economic/financial fundamentals on risk ratings, and analysing their fluctuations across countries and risk categories over time. The project provides a solution to the major problems underlying qualitative country risk ratings, namely the irregularity and infrequency of their measurement, and emphasizes the practicality of the results. Expected outcomes include a clearer understanding of how to quantify qualitative rankings and their fluctuations, using information intelligently, and promoting an innovation and knowledge culture.

Funded Activity Details

Start Date: 03-03-2005

End Date: 03-08-2008

Funding Scheme: Discovery Projects

Funding Amount: $220,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | International Economics And International Finance | Econometric And Statistical Methods | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Macroeconomic issues not elsewhere classified |

Other Keywords

Econometric And Statistical Methods | Econometrics | Finance and investment services | International Economics And International Finance | Macroeconomic issues not elsewhere classified | Time-Series Analysis

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