Turbulence in markets is worse than certainty. If a company is certainly good or certainly bad you have a good idea of where it is going. With uncertainty, it gives pause to whether a company is worth investing in. The more uncertainty then the less inflows and more outflows which will drive the price down.
A country has many ways to invest in it, but the high volume ways are through stocks, bonds, Forex and real estate. All of these vehicles typically require a broker (exchange) who will most likely charge you fees to perform the transaction on your behalf and manage the assets too.
Wouldn't it suck to get a "good" deal in another country, but you didn't do the research that would have shown why it was a good deal in the first place and then lose all of that investment.
RISK. The policies and relations of countries should be considered when you choose a broker and asset. Some brokers are risky and other less risky and stick to laws to the word. When you invest in say Russia or China, you will need a broker who follows the laws there or else you'll likely lose whatever you had quickly with no recourse. The liquidity of an asset you decide to choose should also be considered. Can you liquidate it quickly, a few days, or does it take a month or so to go through the process.
Russia, China, Belarus, UAE and etc. These countries have a lot of uncertainty and have been most risky to put your money into. If you have someone who you can trust to own the assets in those countries put it in their name via a trust or vehicle of your choosing.
Russia's economy is dead at this point. Belarus isn't material. Ukraine is a disaster.
China's next for sanctions, let's be honest they are not dropping the Taiwan dispute given its proximity to their country. Taiwan is risky too, but not in the way China is. China's best bet to keep growing would be to negotiate an end of its war with Taiwan and forge stronger relations with it, but that won't happen because governments tend to have black and white maximalists. Until the issue is resolved, it is a highly risky market to invest in and I would not invest there in an capacity whether for digital products, finance, manufacturing and etc. It just doesn't make sense given their policies and relations despite what all these business people say. They won't be there for you (there will be resignations across the world) when China is sanctioned due to an avoidable conflict it spawned. For now assume that China is going to get sanctioned and is an invisible market.
UAE's risk level is moderate. Syria, does anyone know whats up there? Iran, Iraq are very risky countries depending on what you are offering and from what country.
The time spent vs the relative risk level is what matters when getting into markets. It's why many countries are skipped over.