The Historical and Expected Equity Risk Premium in Spain: A Long-Run View, 1900-2020

Principal Investigator(s):  View help for Principal Investigator(s) Stefano Battilossi, Universidad Carlos III de Madrid; Stefan O. Houpt, Universidad Carlos III de Madrid; Miguel Artola Blanco, Universidad Carlos III de Madrid

Version:  View help for Version V3

Name File Type Size Last Modified
HIBEX_ERP_dataset_monthly_1900-2020.xlsx application/vnd.openxmlformats-officedocument.spreadsheetml.sheet 3.1 MB 11/21/2024 06:09:AM

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To view the citation for the overall project, see http://doi.org/10.3886/E211601V3.

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Summary:  View help for Summary Monthly financial series used in manuscript "The Historical and Expected Equity Risk Premium in Spain: A Long-Run View, 1900-2020". Original data 1900-1987 hand-collected from printed primary sources (Bulletins and Yearbooks of the Madrid Stock Exchange), spliced withe modern equity (i.e. IBEX35), bond and bill series to cover the period up to 2020.



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V3 [2025-04-25]

V2 [2025-04-24]

V1 [2024-11-21]

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