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>