ERROR 1215: Cannot add foreign key constraint (multiple column FK) - mysql

Question

I'm going crazy trying to figure out the reason of the well-known ERROR 1215 (MySQL 6.3.5).
I have to declare a table with a four-column PK, in which 3 of the columns are FK referencing other table.
CREATE TABLE `zen`.`pago_abono` (
`fecha_pago` DATETIME NOT NULL,
`cod_abono` VARCHAR(4) NOT NULL,
`mes` INT(2) NOT NULL,
`anio` YEAR NOT NULL,
`monto_pago` DECIMAL(10,2) NULL,
PRIMARY KEY (`fecha_pago`, `cod_abono`, `mes`, `anio`),
INDEX `cuota_fk_idx` (`mes` ASC, `anio` ASC, `cod_abono` ASC),
CONSTRAINT `cuota_fk`
FOREIGN KEY (`mes` , `anio` , `cod_abono`)
REFERENCES `zen`.`cuota_abono` (`mes` , `anio` , `cod_abono`)
ON DELETE NO ACTION
ON UPDATE NO ACTION);
"cuota_fk" references the table "cuota_abono"
CREATE TABLE `cuota_abono` (
`cod_abono` varchar(4) NOT NULL,
`mes` int(2) NOT NULL,
`anio` year(4) NOT NULL,
`valor` decimal(10,2) DEFAULT NULL,
PRIMARY KEY (`cod_abono`,`anio`,`mes`),
CONSTRAINT `cod_abono_fk` FOREIGN KEY (`cod_abono`) REFERENCES `abonos`(`cod_abono`) ON DELETE NO ACTION ON UPDATE NO ACTION
) ENGINE=InnoDB DEFAULT CHARSET=utf8;
Finally, "cuota_abono" has a FK, "cod_abono_fk", referencing "abonos"
CREATE TABLE `abonos` (
`cod_abono` varchar(4) NOT NULL,
`direccion` varchar(45) NOT NULL,
`tel_verificacion` varchar(45) NOT NULL,
`fecha_alta` date DEFAULT NULL,
`descripcion` varchar(45) DEFAULT NULL,
`cuenta_cte` decimal(10,2) DEFAULT '0.00',
`cod_localidad` varchar(3) DEFAULT NULL,
`cod_cobrador` varchar(3) DEFAULT NULL,
`nombre_servicio` varchar(45) DEFAULT NULL,
PRIMARY KEY (`cod_abono`),
KEY `zona_cobranza_fk_idx` (`cod_localidad`,`cod_cobrador`),
CONSTRAINT `zona_cobranza_fk` FOREIGN KEY (`cod_localidad`, `cod_cobrador`) REFERENCES `zonas_cobranza` (`cod_localidad`, `cod_cobrador`) ON DELETE NO ACTION ON UPDATE NO ACTION
) ENGINE=InnoDB DEFAULT CHARSET=utf8;
Can you find the mistake?
Thanks!
P.S.: All tables have already been created, except from "pago_abono". I'm showing the CREATE statement of tables "abonos" and "cuota_abono" just to let you know their structure.
I even tried creating "pago_abono" just with the PK and then used ALTER to add the FKs, but it still shows the error.