Sources and Transmission of Country Risk
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The March 2011 Fukushima nuclear disaster transmits to countries around the world.
We use textual analysis of earnings conference calls held by listed firms around the world to measure the amount of risk managers and investors at each firm associate with each foreign country at each point in time.
This website serves as a repository of the measures we created in the paper.
Updated Country Risk Data Now Available
The measures on this site are updated through December 2020. We have partnered with NL Analytics, a startup that extends our methodology with regularly updated country risk metrics. If you need current data for ongoing research or real-time monitoring, their platform is an excellent complement to the historical measures available here.
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