Estimated equity risk premium, by country, in July 2017. Country Risk premiums are estimated based upon default spread for a country and a scalar (a constant of 1.15, based upon the relative equity market volatility) to get a country risk premium. All mature markets (countries with Aaa ratings) are given the implied ERP for the S&P 500, which was 5.13% in July 2017.
8 years ago
