Tuesday, 2 July 2013

Market Risk Premium and Risk Free Rate Used for 51 Countries in 2013: A Survey with 6,237 Answers

By Pablo Fernandez, Javier Aguirreamalloa and Pablo Linares 

Abstract:     
This paper contains the statistics of the Risk-Free Rate and of the Equity Premium or Market Risk Premium (MRP) used in 2013 for 51 countries. We got answers for 78 countries, but we only report the results for 51 countries with more than 5 answers.

Most previous surveys have been interested in the Expected MRP, but this survey asks about the Required MRP. The paper also contains the Risk-Free rate used, comments from persons that do not use MRP, and comments from persons that do use MRP. 


Download paper here...

Update: read the 2014 survey here.