Friday, October 25, 2013

Equity Market Risk Premium Around the World

Over the years I have really enjoyed this very thorough IESE Business School survey of market risk premium around the world.

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

Fernandez, Pablo and Aguirreamalloa, Javier and Linares, Pablo
June 26, 2013
Available at SSRN:
http://ssrn.com/abstract=91416

I thought a little d3/rCharts interactivity might really liven up the error bar plot.  This is far from perfect, but I like the direction in which it is headed.  Click here or on the screenshot below to see it live.

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