Country Equity Risk Premiums: Dataset support

This is a session designed to supplement the dataset that I update twice a year on my webpage, listing equity risk premiums by country. It provide a very brief overview of how I estimate these equity risk premiums. For a more detailed look, you may want to check out my (much longer) papers on equity and country risk premiums.
ERP paper: papers.ssrn.co...
CRP paper: papers.ssrn.co...
Datasets: pages.stern.ny...

[@stevenlasat4106]

When you calculate the equity risk premium based on the either (1) the rating based default spread or (2) the sovereign CDS, net of US, you will get 2 different values. How do you decide which one to use?

[@MyDreamside]

S&P 500 companies have revenues outside of USA so the equity premium you are taking has inside country risk premium. Could it be that you overvalue country risk premiums when you value individual companies since you havent cleaned the country risk premium from using S&P 500 as a benchmark?

[@paolobalasso9945]

Just a brief question, which period consider for the standard deviation estimation. Then I guess that then the qssumption behind Is that these estimators must represent what we Will get in the future. Isnt It?

[@i.g.4090]

Thank you!