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 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
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.