14 Pages Posted: 26 Apr 2011
Date Written: April 25, 2011
This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2011 for 56 countries. We got answers for 85 countries, but we only report the results for 56 countries with more than 6 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
JEL Classification: G12, G31, M21
Suggested Citation: Suggested Citation
Fernandez, Pablo and Aguirreamalloa, Javier and Avendaño, Luis Corres, Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers (April 25, 2011). Available at SSRN: https://ssrn.com/abstract=1822182 or http://dx.doi.org/10.2139/ssrn.1822182
By Ivo Welch