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Discount Rates in Emerging Capital Markets

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Author Info
Samuel Mongrut Montalván (Universidad del Pacifico)
Didac Ramírez Sarrió (Universitat de Barcelona)

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Abstract

The estimation of the discount rate for an investment project in conditions of risk relies upon two crucial assumptions: market completeness and well-diversified investors. Although, these two assumptions are tenable in developed capital markets, they are not suitable in emerging markets. In emerging markets there are not enough twin securities to obtain a unique stochastic discount factor and therefore one project’s market value, and investors usually face short selling and borrowing restrictions. Furthermore, these markets are plagued with non-diversified entrepreneurs that invest all their capital to undertake entrepreneurial adventures. In this research one derives expressions for the project discount rate using the fundamental pricing equation under incomplete capital markets in two extreme situations: when investors hold a well-diversified portfolio and when they are not diversified at all. Although, both situations may apply in developed and emerging capital markets, they apply especially to emerging markets. In fact, well-diversified investors, such as foreign mutual funds, increasingly invest in emerging markets, while the bulk of firms involves either small or medium enterprises owned by a single or a group of non-diversified entrepreneurs. One concludes that although the CAPM cannot hold under incomplete markets it is still a good approximation for well-diversified investors in emerging markets, while it is necessary to use a hurdle rate based on the project total risk for the case of non-diversified entrepreneurs.

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Paper provided by EconWPA in its series Finance with number 0501013.

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Length: 22 pages
Date of creation: 30 Jan 2005
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Handle: RePEc:wpa:wuwpfi:0501013

Note: Type of Document - pdf; pages: 22
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Web page: http://129.3.20.41

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Related research
Keywords: Project valuation; incomplete markets; asset pricing;

Find related papers by JEL classification:
H43 - Public Economics - - Publicly Provided Goods - - - Project Evaluation; Social Discount Rate
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing

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References listed on IDEAS
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  2. Estrada, Javier, 2002. "Systematic risk in emerging markets: the," Emerging Markets Review, Elsevier, vol. 3(4), pages 365-379, December. [Downloadable!] (restricted)
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    Other versions:
  4. John Y. Campbell, 2000. "Asset Pricing at the Millennium," Harvard Institute of Economic Research Working Papers 1897, Harvard - Institute of Economic Research. [Downloadable!]
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  5. Bekaert, Geert & Harvey, Campbell R, 1995. " Time-Varying World Market Integration," Journal of Finance, American Finance Association, vol. 50(2), pages 403-44, June. [Downloadable!] (restricted)
    Other versions:
  6. Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Gordon M. Bodnar & Bernard Dumas & Richard D. Marston, 2003. "Cross-Border Valuation: The International Cost of Equity Capital," NBER Working Papers 10115, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Bodnar, Gordon & Dumas, Bernard & Marston, Richard, 2003. "Cross-Border Valuation: The International Cost of Equity Capital," Working Papers 03-3, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
  9. Arturo Bris & William N. Goetzmann & Ning Zhu, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm321, Yale School of Management. [Downloadable!]
    Other versions:
  10. Stephen Godfrey & Ramon Espinosa, 1996. "A Practical Approach To Calculating Costs Of Equity For Investments In Emerging Markets," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(3), pages 80-90. [Downloadable!] (restricted)
  11. Donald R. Lessard, 1996. "Incorporating Country Risk In The Valuation Of Offshore Projects," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(3), pages 52-63. [Downloadable!] (restricted)
  12. Aswath Damodaran, 1999. "Estimating Equity Risk Premiums," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-021, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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