Spy about right in capital of Asian country (9)
I believe the answer is:
argentina
'country' is the definition.
(Argentina is an example)
'spy about right in capital of asian' is the wordplay.
'spy' becomes 'agent' (I've seen this before**).
'about' indicates putting letters inside.
'right' becomes 'r' (common abbreviation).
'capital of' suggests taking the first letters.
The initial letter of 'asian' is 'a'.
'agent' placed around 'r' is 'argent'.
'argent'+'in'+'a'='ARGENTINA'
(Other definitions for argentina that I've seen before include "An ingrate in S American country" , "Evita's country" , "South American country" , "Silver country" , "part of 18 [SOUTH AMERICA]" .)