2015 International Valuation Handbook - Guide to Cost of Capital

June 2015 Hardcover, PDF Update(s) (448 pages)

Carla Nunes, Duff & Phelps, James Harrington, Roger Grabowski

Duff & Phelps

The Duff & Phelps 2015 International Valuation Handbook-Guide to Cost of Capital is a must-have publication that includes data through December 2014 and March 2015 and builds on the same rigorous country-level cost of capital analysis previously published in the Morningstar/Ibbotson “international” reports. It includes country-level country risk premia (CRPs) and country-level equity risk premia (ERPs) which can be used to estimate country-level cost of equity capital globally, from the perspective of investors based in up to 56 different countries.

Highlights of the guide include:

  • Country-level country risk premium for up to 188 countries globally, from the perspective of investors based in up to 56 different countries.* The models applied in the International Valuation Handbook-Guide to Cost of Capital include:
    • Country credit rating model
    • Country yield spread model
    • Relative standard deviation model
  • Long-horizon and short-horizon ERP data for 16 countries based in USD and “local” currency. ERP estimates include:
    • ERP data previously available in the Morningstar/Ibbotson “international” reports
    • Pablo Fernandez’ survey of ERPs for a variety of countries
    • Long-horizon and short-horizon ERP data in USD and “local” currencies

One optional semi-annual update includes data through June and September and is available for an additional fee.

*Depending on data availability; some countries may not include all data points.

Add to cart