Template:Country default spreads and risk premiums: Revision history

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8 October 2022

  • curprev 18:4718:47, 8 October 202294.119.64.23 talk 11,870 bytes −6 No edit summary undo Tag: Visual edit
  • curprev 18:4518:45, 8 October 202294.119.64.23 talk 11,876 bytes +11,876 Created page with "''Last updated: January 5, 2022'' This table summarizes the latest bond ratings and appropriate default spreads for different countries. While you can use these numbers as rough estimates of country risk premiums, you may want to modify the premia to reflect the additional risk of equity markets. To estimate the long term country equity risk premium, I start with a default spread, which I obtain in one of two ways: (1) I use the local currency sovereign rating (from Mo..."