Coplin W D, O'Leary M K. The handbook of country and political risk analysis[C]//Proceedings of International Bussiness Communications, New York:Political Risk Services, 1994.
[2]
Bouchet E C, Groslambert B, Groslambert B. Country risk assessment:A guide to global investment strategy[M]. New York:John Wiley & Sons, 2003.
[3]
Cantor R, Packer P. Determinants and impact of sovereign credit ratings[J]. Economic Policy Review, 1996, 2(2):37-54.
Li Jianping, Tang Ling, Sun Xiaolei, et al.Country risk forecasting for major oil exporting countries:A decomposition hybrid approach[J]. Computers & Industrial Engineering, 2012, 63(3):641-651
Agliardi E, Agliardi R, Pinar M, et al. A new country risk index for emerging markets:A stochastic dominance approach[J]. Journal of Empirical Finance, 2012, 19(5):741-761.
[10]
Saini K G, Bates P S.A survey of the quantitative approaches to country risk anlysis [J]. Journal of Banking and Finance, 1984, 8(2):341-356.
[11]
Yim J, Mitchell H.Comparison of country risk models:Hybrid neural networks, logit models, discriminant analysis and cluster techniques [J] Expert Systems with Applications, 2005, 28(1):137-148.
[12]
Hammer P L, Kogan A, Lejeune M A.Modeling country risk ratings using partial orders [J].European Journal of Operational Research, 2006, 175(2):836-859.
[13]
Van Gestel T, Baesens B, Van Dijcke P, et al.A process model to develop an internal rating system:Sovereign credit ratings [J].Decision Support Systems, 2006, 42(2):1131-1151.
[14]
De Gooijer J G, Hyndman R J. 25 years of time series forecasting[J]. International journal of forecasting, 2006, 22(3):443-473.
[15]
Hoti S, McAleer M, Shareef R. Modelling international tourism and country risk spillovers for Cyprus and Malta[J]. Tourism Management, 2007, 28(6):1472-1484.
[16]
Sun Xiaolei, Li Jianping, Tang Ling, et al. Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies. Economic Modelling, 2012, 9(6):2494-2503.
[17]
Liu Tengdong, Hammoudeh S, Thompson M A. A momentum threshold model of stock prices and country risk ratings:Evidence from BRICS countries[J]. Journal of International Financial Markets, Institutions and Money, 2013, 27:99-112.
[18]
Hammoudeh S, Sari R, Uzunkaya M, et al. The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price[J]. Mathematics and Computers in Simulation, 2013, 94:277-294.
[19]
Fischer G W. Convergent validation of decomposed multi-attribute utility assessment procedures for risky and riskless decisions[J]. Organizational Behavior and Human Performance, 1997, 18(2):295-315.
[20]
Kleinmuntz D. Decomposition and the control of error in decision-analytic models[M]//Einhorn H J, Robin M. Insights in decision making. Chicago:University of Chicago Press, 1990:107-126.
[21]
Huang N E, Shen Z, Long S R, et al. The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis[J]. Proceedings of the Royal Society of London. Series A:Mathematical, Physical and Engineering Sciences, 1998, 454(1971):903-995.
[22]
Zhang Xun, Lai K K, Wang Shouyong. A new approach for crude oil price analysis based on Empirical Mode Decomposition[J]. Energy economics, 2008, 30(3):905-918.
Grabisch M, Orlovski S A, Yager R R. Fuzzy sets in decision analysis, operations research and statistics[M]. US:Springer, 1998.
[26]
Wu Zhaohua, Huang N E. Ensemble empirical mode decomposition:A noise-assisted data analysis method[J]. Advances in Adaptive Data Analysis, 2009, 1(01):1-41.
[27]
Kuncheva L I, Bezdek J C, Duin R P W. Decision templates for multiple classifier fusion:An experimental comparison[J]. Pattern Recognition, 2001, 34(2):299-314.
[28]
Grabisch M. The representation of importance and interaction of features by fuzzy measures[J]. Pattern Recognition Letters, 1996, 17(6):567-575.
[29]
Grabisch M. The application of fuzzy integrals in multicriteria decision making[J]. European journal of operational research, 1996, 89(3):445-456.
