Campbell Harvey Dataset

Campbell Harvey Dataset

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As profiled in Barron's, this dataset was constructed by Campbell R. Harvey of Duke University's Fuqua School of Business and includes monthly composite, political, economic and financial risk ratings from the International Country Risk Guide. Harvey's studies determined the excellent predictive value of ICRG risk measures in forecasting equity returns for international portfolio investment. This dataset includes only the 120 countries used in the original study for the period January 1984 through September 1995.

To add to this dataset, purchase a subscription to ICRG Table 2B or purchase its component data for selected countries and years using the "CountryData Online" database on this website.

NOTE: This product is priced for use by a SINGLE USER ONLY. By purchasing it the user acknowledges an understanding of this. Usage can be easily expanded by contacting PRS at info@prsgroup.com or +1-315-431-0511 for a multi-user license or campus-wide access licenses. Client hereby acknowledges that PRS’s use of Client’s name and/or logo is for identification purposes only and is neither intended nor likely to cause consumer confusion. Client further acknowledge that PRS’s use of Client’s name/or logo constitutes nominative fair use and shall not dilute or otherwise impair the value of the Client’s trademarks. If the client chooses to opt out, they can do so by notifying custserv@prsgroup.com.

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