Political Risk, Economic Risk and Financial Risk
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Political Risk, Economic Risk and Financial Risk
Tables
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Critical factors in Institutional Investor's Country Risk Ratings
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Critical factors in the ICRG Rating System
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ICRG risk categories (not available)
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Specific factors included in country ratings
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Primary components of country ratings
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Comparison of sovereign country ratings and other risk attributes
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Summary analysis of country risk measures
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Correlation of risk measures
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Persistence of risk measures
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Correlation between average risk measures and price moments
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Predicting changes in risk attributes
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Country risk portfolio strategy - Equally weighted portfolios
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Country risk portfolio strategy - Capitalization weighted portfolios
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Cross-section time-series importance of country risk attributes
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The relation between fundamental variables and risk attributes
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Incremental contribution of country risk attributes
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Cross-sectional regression results
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Countries in cross-sectional regressions
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Cross-sectional regression analysis
Graphs
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Graphs of Political Risk, Economic
Risk and Financial Risk for 117 countries
Risk Rating Comparisons
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Institutional Investor vs. S&P and Moody's
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ICRG vs. S&P
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ICRG vs. Moody's
Analysis of average risk ratings
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Equally weighted average ratings for developed markets
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Equally weighted average ratings for emerging markets
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Equally weighted average ratings for all markets
Analysis of changes in risk ratings
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Institutional Investor country credit rating
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ICRG composite rating
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ICRG political rating
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ICRG financial rating
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ICRG economic rating
Risk exposure to world market portfolio and country risk ratings
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Beta vs. Institutional Investor country credit rating
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Beta vs. ICRG composite rating
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Beta vs. ICRG political rating
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Beta vs. ICRG financial rating
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Beta vs. ICRG economic rating
Composition of country risk rating change portfolios
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Institutional Investor country credit rating
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ICRG composite rating
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ICRG political rating
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ICRG financial rating
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ICRG economic rating
Semi-annual cross-sectional regression slopes
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Institutional Investor country credit rating
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ICRG composite rating
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ICRG political rating
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ICRG financial rating
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ICRG economic rating
Appendices
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Comparison of country rating services
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