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Survey: Market Risk Premium and Risk-Free Rate used for 81 countries in 2020 by Pablo Fernandez; Eduardo de Apellániz; Javier F. Acín is a Economics, Econometrics and Finance article available to read on EtoBox.

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This paper contains the statistics of a survey about the Risk-Free Rate (RF) and the Market Risk Premium (MRP) used in 2020 for 81 countries. We got answers for 87 countries, but we only report the results for 81 countries with more than 6 answers. Many respondents use for European countries a RF higher than the yield of the 10-year Government bonds. The coefficient of variation (standard deviation / average) of RF is higher than the coefficient of variation of MRP for the Euro countries. The paper also contains the links to previous years surveys, from 2008 to 2019. More than fifty respondents provided answers at the beginning of March and later, considering the coronavirus. Most of them increased MRP by 2%. 1. Market Risk Premium (MRP), Risk Free Rate (RF) and Km [RF + MRP] used in 2020 in 81 countries 2. Changes from 2015 to 2018, 2019 and 2020 3. Previous surveys 4. Expected and Required Equity Premium: different concepts 5. Conclusion Exhibit 1. Mail sent on February 2020 Exhibit 2. Some comments and webs recommended by respondents

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Author

Pablo Fernandez; Eduardo de Apellániz; Javier F. Acín

Published

2020

Language

EN

Field

Economics, Econometrics and Finance (Social Sciences)