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

The authors of this paper propose the construction of two new country risk indexes, called «Simplified Index and «Observational Index», based on the semester values of each one of the nine variables that compose the country index elaborated by Euromoney, in the period between September of 1992 and September of 2002, for 41 European countries and 30 American countries. Both