Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers

Pablo Fernandez, Javier Aguirreamalloa () and Luis Corres
Additional contact information
Javier Aguirreamalloa: IESE Business School, Postal: IESE Business School. Research Division, Av Pearson 21, 08034 Barcelona, SPAIN, http://www.iese.edu
Luis Corres: IESE Business School, Postal: IESE Business School. Research Division, Av Pearson 21, 08034 Barcelona, SPAIN, http://www.iese.edu

No D/1059, IESE Research Papers from IESE Business School

Abstract: This paper contains the statistics on the equity premium, or market risk premium (MRP), used in 2012 for 82 countries. We got answers for 93 countries, but we only report the results for 82 countries with more than five answers.

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, comments from persons that do not use MRP, and comments from persons that do use MRP.

Keywords: equity premium; required equity premium; expected equity premium; historical equity premium (search for similar items in EconPapers)
Pages: 23 pages
Date: 2013-01-23
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://www.iese.edu/research/pdfs/WP-1059-E.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ebg:iesewp:d-1059

Access Statistics for this paper

More papers in IESE Research Papers from IESE Business School IESE Business School, Av Pearson 21, 08034 Barcelona, SPAIN. Contact information at EDIRC.
Bibliographic data for series maintained by Noelia Romero ().