Equity risk premium: A cross country analysis on return behaviour

  • Santhosh Kumar

Abstract

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

Published
2017-06-15
How to Cite
KUMAR, Santhosh. Equity risk premium: A cross country analysis on return behaviour. Ushus - Journal of Business Management, [S.l.], v. 14, n. 3, p. 47-57, june 2017. ISSN 0975-3311. Available at: <http://journals.christuniversity.in/index.php/ushus/article/view/1454>. Date accessed: 21 sep. 2017.

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