Table 7: Panel B: Political Risk, Economic Risk, and Financial Risk

Correlation of Risk Measures
Risk Measure Changes
II CCR ICRGC ICRGP ICRGF ICRGE
II CCR -0.03 0.01 0.03 -0.09
ICRGC 0.35 0.79 0.54 0.43
ICRGP 0.30 0.83 0.25 0.06
ICRGF 0.26 0.60 0.35 0.05
ICRGE 0.10 0.52 0.24 0.25
Risk Measure Levels

Last Update: 5/28/96

Name: Campbell R. Harvey

Email: charvey@mail.duke.edu