Campbell Harvey Dataset

Campbell Harvey Dataset

Details

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. The dataset is available to download via a link in your e-mail receipt within seven days of purchase.

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" selection facility on this website. Appropriate sales tax also applies.

NOTE: This dataset is priced for 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 (including campus-wide).

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$845.00
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    Download via link in e-mail (available for 7 days)

    A single spreadsheet file
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