Suhejla Hoti
Personal Details
First Name: | Suhejla |
Middle Name: | |
Last Name: | Hoti |
Suffix: | |
RePEc Short-ID: | pho678 |
| |
Affiliation
Department of Economics
Business School
University of Western Australia
Perth, Australiahttp://www.business.uwa.edu.au/school/disciplines/economics
RePEc:edi:deuwaau (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009.
"Value-at-Risk for Country Risk Ratings,"
CARF F-Series
CARF-F-169, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla, 2011. "Value-at-Risk for country risk ratings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1454-1463.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010. "Value-at-Risk for Country Risk Ratings," Working Papers in Economics 10/29, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo.
- Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," IHEID Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies.
- Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo.
Articles
- McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla, 2011.
"Value-at-Risk for country risk ratings,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1454-1463.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010. "Value-at-Risk for Country Risk Ratings," Working Papers in Economics 10/29, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CARF F-Series CARF-F-169, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Michael McAleer & Suhejla Hoti & Felix Chan, 2009. "Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 422-440.
- Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2009.
"Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 522-554.
- Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'EconomÃa Aplicada.
- Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L., 2008. "Multivariate volatility in environmental finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 189-199.
- McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer, 2008. "Generalized Autoregressive Conditional Correlation," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1554-1583, December.
- Hoti, Suhejla, 2005. "Comparative analysis of risk ratings for the East European region," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 449-462.
- Hoti, Suhejla, 2005. "Modelling country spillover effects in country risk ratings," Emerging Markets Review, Elsevier, vol. 6(4), pages 324-345, December.
- Hoti, Suhejla & McAleer, Michael & Chan, Felix, 2005. "Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 46-56.
- Shareef, Riaz & Hoti, Suhejla, 2005. "Small island tourism economies and country risk ratings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 553-566.
- Hoti, Suhejla, 2004. "An empirical evaluation of international capital flows for developing countries," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 143-160.
Books
- Riaz Shareef & Suheija Hoti & Michael McAleer, 2008. "The Economics of Small Island Tourism," Books, Edward Elgar Publishing, number 12968.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (3) 2003-03-19 2009-09-19 2010-05-29
- NEP-BAN: Banking (1) 2010-05-29
- NEP-ECM: Econometrics (1) 2003-03-19
- NEP-FMK: Financial Markets (1) 2009-09-19
- NEP-IFN: International Finance (1) 2010-05-29
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