Historical Data: International monthly government bond returns SwinkelsLaurens 2019 <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>