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No D/920: Market risk premium used in 56 countries in 2011: A survey with 6,014 answers

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

Abstract: This 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.

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

JEL-codes: G12; G31; M21

21 pages, May 3, 2011

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