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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 26-Apr-2008.

Cited in 6 SOVER papersFoundations of International Macroeconomics

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 3 SOVER papersCredit Risk: Pricing, Measurement, and Management

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #144,490; Reviews= (5).

Cited in 3 SOVER papersOptions, Futures and Other Derivatives

Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (June 10, 2005), Hardcover, 816 pages.
Amazon: Sales Rank= #16,406; Reviews= (66).

Cited in 3 SOVER papersDealing With the Debt Crisis

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 papersCredit Risk: Modeling, Valuation and Hedging

Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #354,927; Reviews= (2).

Cited in 2 SOVER papersEconometric Analysis

Econometric Analysis
by William H. Greene,
Prentice Hall, (August 17, 2007), Hardcover, 1216 pages.
Amazon: Sales Rank= #53,014; Reviews= (50).

Cited in 2 SOVER papersManaging Credit Risk: The Next Great Financial Challenge

Managing Credit Risk: The Next Great Financial Challenge
by John B. Caouette, Edward I. Altman, and Paul Narayanan,
Wiley, (November 3, 1998), Hardcover, 464 pages.
Amazon: Sales Rank= #624,907; Reviews= (8).

Cited in 2 SOVER papersAdvanced Credit Risk Analysis

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 papersEconometric Analysis of Cross Section and Panel Data

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 papersEconometric Analysis of Panel Data

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 papersCountry Risk Assessment: A Guide to Global Investment Strategy

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 papersComputer Intensive Statistical Methods: Validation, Model Selection, and Bootstrap

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 papersCredit Derivatives: A Guide to Instruments and Applications, 2nd Edition

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 papersRatings, Rating Agencies and the Global Financial System

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 papersState Insolvency and Foreign Bondholders: Selected Case Histories of Governmental Foreign Bond Defaults and Debt Readjustments

State Insolvency and Foreign Bondholders: Selected Case Histories of Governmental Foreign Bond Defaults and Debt Readjustments
by William H. Wynne,
Beard Books, (July 1, 2000), Paperback, 684 pages.
Amazon: Sales Rank= #1,811,107; No customer reviews yet.

Cited in 2 SOVER papersForeign Bonds: An Autopsy

Foreign Bonds: An Autopsy
by Max Winkler,
Beard Books, (December 1, 1999), Paperback, 316 pages.
Amazon: Sales Rank= #2,169,669; No customer reviews yet.

Cited in 2 SOVER papersThe Order of Economic Liberalization: Financial Control in the Transition to a Market Economy

The Order of Economic Liberalization: Financial Control in the Transition to a Market Economy
by Ronald I. Mckinnon,
Johns Hopkins University Press, (October 1, 1993), Paperback, 264 pages.
Amazon: Sales Rank= #1,745,763; Reviews= (3).

Cited in 2 SOVER papersThe Elusive Quest for Growth: Economists' Adventures and Misadventures in the Tropics

The Elusive Quest for Growth: Economists' Adventures and Misadventures in the Tropics
by William Easterly,
MIT Press, (August 8, 2002), Paperback, 356 pages.
Amazon: Sales Rank= #18,525; Reviews= (64).

Cited in 2 SOVER papersPublic Sector Deficits and Macroeconomic Performance

Public Sector Deficits and Macroeconomic Performance
by William Easterly (Editor), Carlos Alfredo Rodriguez (Editor), Klaus Schmidt-Hebbel (Editor),
A World Bank Publication, (February 9, 1995), Hardcover, 576 pages.
Amazon: Sales Rank= #4,634,088; No customer reviews yet.

Cited in 2 SOVER papersThe Jackknife and Bootstrap

The Jackknife and Bootstrap
by Jun Shao, Dongsheng Tu,
Springer, (September 12, 1996), Hardcover, 540 pages.
Amazon: Sales Rank= #558,847; Reviews= (3).

 

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