Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers

16 Pages Posted: 9 May 2016

See all articles by Pablo Fernandez

Pablo Fernandez

University of Navarra - IESE Business School

Alberto Ortiz Pizarro

University of Navarra, IESE Business School

Isabel Fernández Acín

University of Navarra - University of Navarra, Students

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

Fernandez, Pablo and Ortiz Pizarro, Alberto and Fernández Acín, Isabel, Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers (May 6, 2016). Available at SSRN: https://ssrn.com/abstract=2776636 or http://dx.doi.org/10.2139/ssrn.2776636

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/

Alberto Ortiz Pizarro

University of Navarra, IESE Business School ( email )

Camino del Cerro del Águila, 3
Madrid, 28023
Spain

Isabel Fernández Acín

University of Navarra - University of Navarra, Students ( email )

Pamplona
Spain

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