Download This PaperMarket Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers
16 Pages Posted: 9 May 2016
Date Written: May 6, 2016
Abstract
This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2016 for 71 countries. We got answers for more countries, but we only report the results for 71 countries with more than 8 answers. 54% of the MRP used in 2016 decreased (vs. 2015) and 38% 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, and comments from 46 persons.
Keywords: Market risk premium; equity premium; required equity premium; expected equity premium; historical equity premium
JEL Classification: G12, G31, M21
Suggested Citation: Suggested Citation
Pablo Fernandez (Contact Author)
IESE Business School ( email )
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Barcelona, 08034
Spain
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HOME PAGE: http://web.iese.edu/PabloFernandez/
Alberto Ortiz Pizarro
University of Navarra, IESE Business School ( email )
Camino del Cerro del Águila, 3
Madrid, 28023
Spain