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Aswath Damodaran · October 13 · 19 min

Data 2017 Update 4: Country Risk

To do corporate financial analyses or value companies, you have to grapple with and come up with a way of incorporating country risk that goes beyond looking at where a company is incorporated. In this session, I go through my approach for measuring country risk and bringing it into equity risk premiums. Slides: http://www.stern.nyu.edu/~adamodar/pdfiles/blog/dataupdate4.pdf Blog Post: Data links: Sovereign ratings: http://www.stern.nyu.edu/~adamodar/pc/blog/sovrRatingsJan17.xls Sovereign CDS spreads: http://www.stern.nyu.edu/~adamodar/pc/blog/sovrCDSJan17.xls PRS Scores: http://www.stern.nyu.edu/~adamodar/pc/blog/PRSJan17.xls ERP & CRP by country: http://www.stern.nyu.edu/~adamodar/pc/datasets/ctryprem.xls Learn more about your ad choices. Visit megaphone.fm/adchoices

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show notes

To do corporate financial analyses or value companies, you have to grapple with and come up with a way of incorporating country risk that goes beyond looking at where a company is incorporated. In this session, I go through my approach for measuring country risk and bringing it into equity risk premiums.
Slides: http://www.stern.nyu.edu/~adamodar/pdfiles/blog/dataupdate4.pdf
Blog Post:
Data links:
Sovereign ratings: http://www.stern.nyu.edu/~adamodar/pc/blog/sovrRatingsJan17.xls
Sovereign CDS spreads: http://www.stern.nyu.edu/~adamodar/pc/blog/sovrCDSJan17.xls
PRS Scores: http://www.stern.nyu.edu/~adamodar/pc/blog/PRSJan17.xls
ERP & CRP by country: http://www.stern.nyu.edu/~adamodar/pc/datasets/ctryprem.xls

Learn more about your ad choices. Visit megaphone.fm/adchoices

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