Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers

Pablo Fernandez, Alberto Ortiz and Isabel Fernandez Acín
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Alberto Ortiz: IESE Business School. University of Navarra
Isabel Fernandez Acín: IESE Business School. University of Navarra

Journal of International Business Research and Marketing, 2017, vol. 2, issue 6, 23-31

Abstract: This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2016 for 71 countries. We got answers for more countries, but we only report the results for 71 countries with more than eight answers. 54% of the MRP used in 2016 decreased (vs 2015), and 38% increased. Most previous surveys have been interested in the Expected MRP, but this survey asks about the Required MRP. The paper also contains the references used to justify the MRP, and comments from 46 persons.

Keywords: Equity premium; Required equity premium; Expected equity premium; Historical equity premium (search for similar items in EconPapers)
JEL-codes: M00 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:mgs:jibrme:v:2:y:2017:i:6:p:23-31

DOI: 10.18775/jibrm.1849-8558.2015.26.3003

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