10.25397/eur.8152748.v4
Laurens Swinkels
Laurens
Swinkels
Historical Data: International monthly government bond returns
Erasmus University Rotterdam (EUR)
2019
bond returns
Government bonds
government bond yields
Investment Return
Asset pricing
Interest Rate
Financial Economics
Economic History
Economics
International Economics and International Finance
2019-08-09 09:06:53
Dataset
https://datarepository.eur.nl/articles/dataset/Data_Treasury_Bond_Return_Data_Starting_in_1962/8152748
<div>Although the many central banks publish the yield-to-maturity of their Treasury bonds, the monthly returns earned by investors are typically not publicly available.</div><div><br></div><div>This data set calculates monthly returns for:</div><div>United States (starting 1947)</div><div>Germany (starting 1972)</div><div>Japan (starting 1974)</div><div>Australia (starting 1969)<br></div><div>Norway (starting 1921)</div><div>Sweden (starting 1920)<br></div><div><br></div><div><br></div>