Banks, again, has relevant data:
"Athens" guide to Rulers
This site contains lists of heads of state and heads of government (and, in certain cases, de facto leaders which don't occupy either of those formal positions) of all currently existing countries and territories. It also links to Ministers of Foreign Affairs
International Social Survey Program ICPSR #06493 18 Countries, mainly the developed world plus a few Eastern European countries and the Philippines.
Taylor and Jodice. Income distribution; quintiles and sectoral and land inequality Ginis. [link from above]
1. Bureaucratic delays
2. Enforceability of contracts
3. Nationalization risk