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Firm-country-quarter level (Stata, 2.1 GB)
Firm-year level (Stata, 1.8 MB)
Country-quarter level (Stata, 717 KB)
Country-country-quarter level (Stata, 3.66 MB)
If you use our data for your research, please make sure to cite our paper:Â
Hassan, T.A., Schreger, J., Schwedeler, M., and Tahoun, A. "Sources and Transmission of Country Risk". (2021)