IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Searching For Country Risk Classes: The Relevant Variables

  • Arturo Rodriguez Castellanos

    (University of the Basque Country, Spain)

  • Txomin Iturralde Jainaga

    (University of the Basque Country, Spain)

  • Juan Carlos Ayala Calvo

    (University of La Rioja, Spain)

The purpose of this paper is twofold. To begin with, depending on the variables considered most relevant in the perception of country risk, it seeks to establish whether countries with similar characteristics as regards this kind of risk can be classified into homogeneous groups. Secondly, it aims to determine whether the groups of variables relevant for discriminating between such groups are identical or different. To this end, the paper is based on a sample of six-monthly values for each of the 9 variables used in the country risk rating published by Euromoney for 149 countries, in the period between September 1992 and September 2002. First, a cluster analysis was made of this sample to identify the groups of countries with homogenous risk characteristics. Discriminate analyses were subsequently applied in a bid to identify the variables with the greatest capacity for distinguishing between such groups.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://pascal.iseg.utl.pt/~pjms/files/2004-Searching_for_country_risk_classes-the_relevant_variables.pdf
Download Restriction: no

Article provided by ISEG, Universidade de Lisboa in its journal Portuguese Journal of Management Studies.

Volume (Year): IX (2004)
Issue (Month): 2 ()
Pages: 103-125

as
in new window

Handle: RePEc:pjm:journl:v:ix:y:2004:i:2:p:103-125
Contact details of provider: Postal: Rua do Quelhas 6, 1200-781 LISBOA
Phone: +351-213 925 800
Fax: +351-213 925 850
Web page: http://www.iseg.ulisboa.pt/
Email:


More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:pjm:journl:v:ix:y:2004:i:2:p:103-125. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Luís Mota de Castro, Tiago Cardão-Pito, Mark Crathorne)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.