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Data risk factors

This section contains the risk factor data from the article

Hanauer M. / 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 implied cost of capital and implied risk premium

This section contains the value-weighted implied cost of capital and implied risk premium for 15 European countries for each year (time period: 1994 to 2011). The methodology is described in

Jäckel C. / Kaserer C. / Mühlhäuser K. (2013), "Analystenschätzungen und zeitvariable Marktrisikoprämien –
Eine Betrachtung der europäischen Kapitalmärkte", Die Wirtschaftsprüfung, Heft 8, 2013, S. 365-383.

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. 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.