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Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers

Author

Listed:
  • Pablo Fernandez

    (IESE Business School. University of Navarra)

  • Alberto Ortiz

    (IESE Business School. University of Navarra)

  • Isabel Fernandez Acín

    (IESE Business School. University of Navarra)

Abstract

This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2016 for 71 countries. We got answers for more countries, but we only report the results for 71 countries with more than eight answers. 54% of the MRP used in 2016 decreased (vs 2015), and 38% increased. 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, and comments from 46 persons.

Suggested Citation

  • Pablo Fernandez & Alberto Ortiz & Isabel Fernandez Acín, 2017. "Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers," Journal of International Business Research and Marketing, Inovatus Services Ltd., vol. 2(6), pages 23-31, September.
    • Handle: RePEc:mgs:jibrme:v:2:y:2017:i:6:p:23-31
    DOI: 10.18775/jibrm.1849-8558.2015.26.3003
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    More about this item

    Keywords

    Equity premium; Required equity premium; Expected equity premium; Historical equity premium;
    All these keywords.

    JEL classification:

    • M00 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General - - - General

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