The Comparative Study on Evaluation Index System of Country Risk -Based on the Principal Component Analysis of Six Rating Agencies

摘要：

　　Based on the rating indexes and their weight, the paper applies the principal component analysis to deduce three principal components and factors of index systems of six country risk rating agencies.The authors analyze and summarize the structural differences among different rating agencies through the comparison of the symbol and the absolute values of principal component coefficients.Furthermore, the paper deduces the evaluation emphasis on country risks of six rating agencies.Meanwhile the paper also proposes the specific recommendation on how to use the results of the risk rating agencies according to the different concerns in evaluating country risk of different foreign business.

关键词： Country risk Rating agencies Index system Principal component analysis

作者: Liu Shuang Jin Yanchun

作者单位: School of Economics, Shenyang University of Technology, Shenyang, Liaoning Province, P.R.China 110870

会议类型: 国际会议

会议名称: The 5th Conference on Chinas Economic Operation Risk Management(2011`Shanghai)(第五届中国立信风险管理论坛)

会议地点: 上海

会议语种:英文

页码: 168-175

在线出版日期: 2011-11-04（万方平台首次上网日期，不代表论文的发表时间）