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Expert Estimates of 2020 Country Equity Risk Premiums and Risk-free Rates

| | Posted in: Economic Indicators, Equity Premium

What are current estimates of equity risk premiums (ERP) and risk-free rates around the world? In their March 2020 paper entitled "Survey: Market Risk Premium and Risk-Free Rate used for 81 countries in 2020", Pablo Fernandez, Eduardo de Apellániz and Javier Acín summarize results of a February-March 2020 email survey of international finance/economic professors, analysts and company managers "about the Market Risk Premium (MRP or Equity Premium) and Risk-Free Rate that companies, analysts, regulators and professors use to calculate the required return on equity in different countries." Results are in local currencies. Based on 5,235 specific and credible premium estimates spanning 81 countries, they find that:

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