Abstract

http://ssrn.com/abstract=2084213
 
 

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


Pablo Fernandez


University of Navarra - IESE Business School

Javier Aguirreamalloa


IESE Business School

Luis Corres Avendaño


IESE

January 2013

IESE Business School Working Paper No. WP-1059-E

Abstract:     
This paper contains the statistics of 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 5 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.

Number of Pages in PDF File: 23

Keywords: equity premium, required equity premium, expected equity premium, historical equity premium, market risk premium

JEL Classification: G12, G31, M21

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Date posted: June 16, 2012 ; Last revised: October 1, 2014

Suggested Citation

Fernandez, Pablo and Aguirreamalloa, Javier and Avendaño, Luis Corres, Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers (January 2013). IESE Business School Working Paper No. WP-1059-E. Available at SSRN: http://ssrn.com/abstract=2084213 or http://dx.doi.org/10.2139/ssrn.2084213

Contact Information

Pablo Fernandez (Contact Author)
University of Navarra - IESE Business School ( email )
Camino del Cerro del Aguila 3
28023 Madrid
Spain
+34 91 357 0809 (Phone)
+34 91 357 2913 (Fax)
HOME PAGE: http://web.iese.edu/PabloFernandez/
Javier Aguirreamalloa
IESE Business School ( email )
08034 Barcelona
Spain
Luis Corres Avendaño
IESE ( email )
Camino del Cerro del Águila, 3
28023 Madrid, Madrid
Spain
656940704 (Phone)
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