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Construcción de índices simplificados de riesgo país: Aproximación a los casos de Europa y América

Author

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  • Ayala Calvo, Juan Carlos
  • Iturralde Jainaga, Txomin
  • Rodríguez Castellanos, Arturo

Abstract

[ES] Partiendo de los valores semestrales de cada una de las nueve variables que componen el índice de riesgo país elaborado por Euromoney, en el periodo comprendido entre septiembre de 1992 y septiembre de 2002, para 41 países europeos y 30 países americanos, los autores proponen la construcción de dos nuevos índices de riesgo país, a los que han denominado «Índice Simplificado» e «Índice Observacional». La característica de ambos índices es que, además de contener únicamente cuatro variables (de las nueve propuestas por el índice de riesgo país de Euromoney), permiten replicar, con un elevado índice de fiabiabilidad el ranking de países (dado en función de su riesgo país) proporcionado por el índice del cual se derivan.

Suggested Citation

  • Ayala Calvo, Juan Carlos & Iturralde Jainaga, Txomin & Rodríguez Castellanos, Arturo, 2002. "Construcción de índices simplificados de riesgo país: Aproximación a los casos de Europa y América," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
    • Handle: RePEc:ehu:cuader:7047
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    Cited by:

    1. Rosas Chimal, Mario Alberto & Flores Ortega, Miguel, 2017. "Calificación riesgo país y flujos de capital en México: 1998-2012/Country risk rating and capital flows in Mexico: 1998-2012," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 191-216, Enero.
    2. repec:ehu:cuader:20080810 is not listed on IDEAS

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