Market Risk Premium Used in 88 Countries in 2014: A Survey with 8,228 Answers
18 Pages Posted: 15 Jun 2014 Last revised: 20 Jun 2014
Date Written: June 20, 2014
This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2014 for 88 countries. We got answers for more countries, but we only report the results for 88 countries with more than 6 answers.
37% of the MRP used in 2014 decreased (vs. 2013) and 9% increased.
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 30 persons that do not use MRP, and comments from 53 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