The Equity Risk Premium: Empirical Evidence from Emerging Markets

2011 ◽  
Author(s):  
Michael Donadelli ◽  
Lorenzo Prosperi
Keyword(s):  
Emerging Markets ◽  
Empirical Evidence ◽  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk

scholarly journals Equity risk premium: A cross country analysis on return behaviour

2015 ◽  
Vol 14 (3) ◽  
pp. 47-57
Author(s):  
Santhosh Kumar
Keyword(s):  
Emerging Markets ◽  
Risk Premium ◽  
Central Element ◽  
Global Integration ◽  
Equity Risk Premium ◽  
Equity Risk ◽  
Ex Post ◽  
Country Analysis ◽  
Developed Nations ◽  
The Impact

The equity risk premium has been of paramount importance in the field of finance and is still a widely utilised central element for every risk return model in corporate finance, asset pricing and other fields of economic literature. This research captures the differences in the ex-post behaviour of equity risk premium between developed and emerging markets .Further, an investigation has been made into the impact of global integration on the ERP across G7 countries and 7 emerging countries. .The analysis has shown a decline in the ERP of developed nations and an upward trend in emerging markets over the chosen sub-sample period. We found out that there exists low correlation in ERP of emerging markets in comparison with developed markets

Determining the Equity Risk Premium

2002 ◽  
Vol 2002 (3) ◽  
pp. 37-48 ◽  
Author(s):  
Peter L. Bernstein
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk

The Portuguese Equity Risk Premium

2004 ◽  
Author(s):  
Rui M. Alpalhão ◽  
Paulo F. Pereira Alves
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk
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