Market risk premium used in 56 countries in 2011: A survey with 6,014 answers
AbstractThis paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2011 for 56 countries. We got answers for 85 countries, but we only report the results for 56 countries with more than 6 answers. 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 persons that do not use MRP, and comments from persons that do use MRP.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by IESE Business School in its series IESE Research Papers with number D/920.
Length: 21 pages
Date of creation: 03 May 2011
Date of revision:
equity premium; required equity premium; expected equity premium; historical equity premium;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
- M21 - Business Administration and Business Economics; Marketing; Accounting - - Business Economics - - - Business Economics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-30 (All new papers)
- NEP-CFN-2011-05-30 (Corporate Finance)
- NEP-FMK-2011-05-30 (Financial Markets)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- PÃ©ter BenczÃºr & GÃ¡bor KÃ¡tay & Ãron Kiss, 2012. "Assessing changes of the Hungarian tax and transfer system: A general-equilibrium microsimulation approach," MNB Working Papers, Magyar Nemzeti Bank (the central bank of Hungary) 2012/7, Magyar Nemzeti Bank (the central bank of Hungary).
- Vit Posta, 2012. "Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008â€“2009?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 450-470, November.
- Gren, Ing-Marie & Carlsson, Mattias, 2013. "Economic value of carbon sequestration in forests under multiple sources of uncertainty," Journal of Forest Economics, Elsevier, Elsevier, vol. 19(2), pages 174-189.
- Tommaso Biondi & Michele Moretto, 2013. "Solar Grid Parity Dynamics in Italy: A Real Option Approach," Working Papers, Fondazione Eni Enrico Mattei 2013.109, Fondazione Eni Enrico Mattei.
- Ekholm, Tommi & Ghoddusi, Hamed & Krey, Volker & Riahi, Keywan, 2013. "The effect of financial constraints on energy-climate scenarios," Energy Policy, Elsevier, Elsevier, vol. 59(C), pages 562-572.
- Gupta, Anshul & Akuzawa, Toshinao & Nishiyama, Yoshihiko, 2013. "Quantitative evaluation of contingent capital and its applications," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 26(C), pages 457-486.
- Grzegorz Michalski, 2012.
"Crisis Caused Changes in Intrinsic Liquidity Value in Non-Profit Institutions,"
Uniwersytet Mikolaja Kopernika, vol. 7, pages 139-158.
- Michalsky, Grzegorz, 2012. "Crisis Caused Changes in Intrinsic Liquidity Value in Non-Profit Institutions," MPRA Paper 43397, University Library of Munich, Germany, revised 19 Dec 2012.
- Grzegorz Michalski & Aleksander Mercik, 2013. "Polish and Silesian Non-Profit Organizations Liquidity Strategies," Papers 1301.3825, arXiv.org.
- Aschfalk-Evertz, Agnes & Oliver, RÃ¼ttler, 2013. "Goodwill impairment testing according to IFRS in the United Kingdom: An empirical analysis of the discount rates used by the thirty largest FTSE 100 companies," Working Papers 75, Institute of Management Berlin (IMB), Berlin School of Economics and Law.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Silvia Jimenez).
If references are entirely missing, you can add them using this form.