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No D/1059: Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers

Pablo Fernández (), Javier Aguirreamalloa () and Luis Corres
Additional contact information
Pablo Fernández: IESE Business School, Postal: IESE Business School. Research Division, Av Pearson 21, 08034 Barcelona, SPAIN
Javier Aguirreamalloa: IESE Business School, Postal: IESE Business School. Research Division, Av Pearson 21, 08034 Barcelona, SPAIN
Luis Corres: IESE Business School, Postal: IESE Business School. Research Division, Av Pearson 21, 08034 Barcelona, SPAIN

Abstract: This paper contains the statistics on the equity premium, or market risk premium (MRP), used in 2012 for 82 countries. We got answers for 93 countries, but we only report the results for 82 countries with more than five 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.

Keywords: equity premium; required equity premium; expected equity premium; historical equity premium

23 pages, January 23, 2013

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