Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers

Fernandez, Pablo; Aguirreamalloa, Javier; Avendaño, Luis Corres

doi:10.2139/ssrn.1947301

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Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers

IESE Business School Working Paper No. 920

21 Pages Posted: 21 Oct 2011

See all articles by Pablo Fernandez

Luis Corres Avendaño

IESE

There are 2 versions of this paper

Date Written: October 21, 2011

Abstract

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.

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 (October 21, 2011). IESE Business School Working Paper No. 920, Available at SSRN: https://ssrn.com/abstract=1947301 or http://dx.doi.org/10.2139/ssrn.1947301