18 Pages Posted: 16 Jun 2012 Last revised: 22 Mar 2016
Date Written: November 18, 2015
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: 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 (November 18, 2015). 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
By Ivo Welch