Date of Graduation
5-2021
Document Type
Thesis
Degree Name
Bachelor of Science in International Business
Degree Level
Undergraduate
Department
Finance
Advisor/Mentor
Jandik, Dobrina
Abstract
In this paper I will discuss three different methods for calculating country specific market risk premium will be discussed. The methods that will be discussed are that of a historical moving average, Aswath Damodaran’s method, and the methodology and survey results from Pablo Fernandez. The weaknesses of the different methods will also be discussed. Additionally, the CAPM model of valuation will be explained as well as the three different concepts that are used interchangeably under the term market risk premium.
Keywords
Market risk premium; CAPM; country specific Market Risk Premium
Citation
Taylor, L. (2021). Evaluating Methods of Calculating Country-Specific Market Risk Premium. Finance Undergraduate Honors Theses Retrieved from https://scholarworks.uark.edu/finnuht/71
Included in
Corporate Finance Commons, Finance and Financial Management Commons, International Business Commons, Portfolio and Security Analysis Commons
