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Expert Estimates of 2022 Country Equity Risk Premiums and Risk-free Rates

June 16, 2022 • Posted in Economic Indicators, Equity Premium

What are current estimates of equity risk premiums (ERP) and risk-free rates around the world? In their May 2022 paper entitled “Survey: Market Risk Premium and Risk-Free Rate Used for 95 Countries in 2022”, Pablo Fernandez, Teresa García de Santos and Javier Acin summarize results of a May 2022 email survey of international economic professors, analysts and company managers “about the Risk-Free Rate and the Market Risk Premium (MRP) used ‘to calculate the required return to equity in different countries.'” Results are in local currencies. Based on 4,337 specific and credible premium estimates spanning 95 countries for which there are at least six estimates, they find that: (more…)

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