Country Risk: Determinants, Measures and Implications

You can estimate an adjusted country risk premium by multiplying the default spread by the relative equity market volatility for that market ( ...Read more

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My country risk premiums also get updated midyear; my latest update is as January 5, 2026 and my next one will be in July 2026. Check under data for downloads ...Read more

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To estimate the equity risk premium for a country, I start with a mature market premium and add an additional country risk premium, based upon the risk of the ...Read more

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Implied equity risk premium for US = Expected return on S&P 500 minus US $ riskfree rate · Cost of equity = Riskfree rate + Beta × Equity Risk ...Read more

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At the start of July, I updated my estimates of equity risk premiums for countries, in an semiannual ritual that goes back almost three ...Read more

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Using the numbers from July 2025, this would imply that investors need to earn 7.46% more than the riskfree rate to invest in an average-risk ...Read more

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If a company is exposed to risk in dozens of countries, you can take a weighted average of the risk premiums by region. Aswath Damodaran. 59. Page 8. 60.Read more

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by A Damodaran · 2025 · Cited by 159 — Aswath Damodaran​​ As companies and investors globalize, we are increasingly faced with estimation questions about the risk associated with this ...Read more

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Damodaran assumes the risk premium for a mature equity market is 5.00% (as ... country's equity risk premium is 5% higher than its country risk premium.Read more

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