Free spreadsheets on country equity risk premiums, sovereign credit default swap (CDS) spreads, government bond rates, and risk-free rates by currency and synthetic risk-free rates (with inflation rates by currency) are available from Aswath Damodaran (New York University Stern School of Business) in his latest data update for 2020. Links to the spreadsheets are in a blog post in which he looks at two variables, country and currency, that are “often conflated in valuation, perhaps because risky countries tend to have volatile currencies, and separated the discussion to examine the determinants of each, and why they should not be lumped together,” he writes.