Political risks and Covid-19 measures

This website aggregates firm-level measures of exposure, risk, and sentiment constructed using textual analysis of quarterly earnings conference calls held by more than 11,000 listed firms in 81 countries. The data draws on work in three papers:
In our paper “Firm-Level Political Risk: Measurement and Effects,” as published in the Quarterly Journal of Economics , we construct measures of political sentiment and risk ranging from 2002 to 2021q2.

Reference & details
In “The Global Impact of Brexit Uncertainty,” we extend this methodology to construct measures of the costs, benefits, and risks associated with specific shocks, such as the UK’s decision to leave the EU. Our measures of Brexit exposure, risk, and sentiment are currently updated through the first quarter of 2019.

Reference & details
In a third paper, “Firm-level Exposure to Epidemic Disease: Covid-19, SARS, and H1N1,” we apply the same methodology to construct measures of costs, benefits, and risks individual firms associate with the spread of Covid-19, SARS, H1N1, Ebola, Zika, and MERS, ranging 2002 to 2021q2.

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