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

Abstract

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

Fernandez, Pablo and García de Santos, Teresa and Fernández Acín, Javier, Survey: Market Risk Premium and Risk-Free Rate Used for 95 Countries in 2022 (May 23, 2022). Available at SSRN: https://ssrn.com/abstract=3803990 or http://dx.doi.org/10.2139/ssrn.3803990

Pablo Fernandez (Contact Author)

IESE Business School ( email )

Avenida Pearson 21
Barcelona, 08034
Spain
+34 91 357 0809 (Phone)
+34 91 357 2913 (Fax)

HOME PAGE: http://web.iese.edu/PabloFernandez/

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