Data German Risk Factors [updated to 1/2016]
This section contains the updated risk factor data from the article
Hanauer, M. X. / Kaserer, C. / Rapp M. S. (2013), "Risikofaktoren und Multifaktormodelle für den deutschen Aktienmarkt", Betriebswirtschaftliche Forschung & Praxis, 65 (5), S. 469-492.
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Data International Implied Cost of Capital [as shown on market-risk-premia.com]
This section contains the value-weighted implied firm and sector-specific cost of capital and implied market risk premium for a worldwide sample of countries starting from 10/1999 (03/2016 for sector-specific data). The methodology is described in:
Tobias Berg, Robert Heigermoser, Christoph Kaserer, Daniel Kittlaus, Timo Willershausen: Schätzung erwarteter Marktrisikoprämien mittels impliziter Kapitalkosten. Corporate Finance 8 (7-8), 2017, 158-165.
When using the data please quote accordingly. Moreover, a brief description of the methodology can be found here.
Terms and conditions
The data is available free of charge subject to the condition that the origin of the data is acknowledged by a reference to the above-mentioned relevant article. Moreover, the data can only be used for non-commercial purposes. I exempt the Department of Financial Management and Capital Markets (FM) as well as the authors of the above-mentioned articles from any liability for the accuracy of the provided data.