Survey: Market Risk Premium and Risk-Free Rate Used for 95 Countries in 2022
15 Pages Posted: 1 Jun 2022
Date Written: May 23, 2022
This paper contains the statistics of a survey about the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used in 2022 for 95 countries. We got answers for 99 countries, but we only report the results for 95 countries with more than 6 answers.
Many respondents use for European countries a RF higher than the yield of the 10-year Government bonds. The coefficient of variation (standard deviation / average) of RF is higher than the coefficient of variation of MRP for the Euro countries.
The paper also contains the links to previous years surveys, from 2008 to 2021.
Keywords: equity premium; required equity premium; coronavirus; expected equity premium; risk-free rate
JEL Classification: G12, G31, M21
Suggested Citation: Suggested Citation