Sources and Transmission of Country Risk

The March 2011 Fukushima nuclear disaster transmits to countries around the world.

We use textual analysis of earnings conference calls held by listed firms around the world to measure the amount of risk managers and investors at each firm associate with each foreign country at each point in time.

This website serves as a repository of the measures we created in the paper.

Hassan, T.A., Schreger, J., Schwedeler, M., and Tahoun, A. "Sources and Transmission of Country Risk". (2021)