Market Risk Premium (MRP) that companies, analysts, and professors
use to calculate the required return to equity in different countries.
The Bloomberg system has this score.
I use 12.1 minus 5.9 equals 6.2% from SBBI.
3 year moving avearge of the return on market index clear of any proxy for overnight rate.
This paper might be interesting "Market Risk Premium Used in 88 Countries in 2014: A Survey with 8,228 Answers"
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2450452
we have few papers ready for submission, and we need one co-author for each article who can pay article fee. Interested authors may text here or contact me on my following email id [email protected]
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