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:

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.



  1. I'm too lazy to read the full paper. What are you faceting by?

  2. market risk premium (mrp), risk free rate(rf), required return to equity (ke = mrp+rf)