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

18 Pages Posted: 16 Jun 2012 Last revised: 12 Oct 2017

Pablo Fernandez

University of Navarra - IESE Business School

Javier Aguirreamalloa

IESE Business School

Luis Corres Avendaño

IESE

Date Written: October 10, 2017

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.

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

JEL Classification: G12, G31, M21

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 (October 10, 2017). IESE Business School Working Paper No. WP-1059-E. Available at SSRN: https://ssrn.com/abstract=2084213 or http://dx.doi.org/10.2139/ssrn.2084213

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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