Measuring Company Exposure to Country Risk: Theory and Practice
Country Risk and Company Exposure: Theory and Practice
Estimating a Country Risk Premium
Measuring Country Risk Premiums
Default Spreads + Relative Standard Deviations
An Alternative Approach: Implied Equity Premiums
Estimating Asset Exposure to Country Risk Premiums
Determinants of a company's exposure to country risk
Measuring Company Exposure to Country Risk: Theory and Practice
References
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Prof. Aswath Damodaran
Measuring Company Exposure to Country Risk: Theory and Practice
The growth of financial markets in Asia and Latin America and the allure of globalization has made the analysis and assessment of country risk a critical component of valuation in recent years. In this paper, we consider two issues. The first is the whether country risk should be considered explicitly in valuation, and if the answer is yes, how to do it.
By Prof. Aswath Damodaran