Market Risk Premium: a survey 2012 - Abstract Nº:1 / 2013

Market Risk Premium: a survey 2012

Abstract:

This chapter contains the statistics of 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 5 answers. Most previous surveys have been interested in the Expected MRP, but this survey asks about the Required MRP. The chapter 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 market risk premium, historical required market risk premium; expected market risk premium, risk premium, market risk premium