Historical Data: International monthly government bond returns

2019-08-09T09:06:53Z (GMT) by Laurens Swinkels
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.

This data set calculates monthly returns for:
United States (starting 1947)
Germany (starting 1972)
Japan (starting 1974)
Australia (starting 1969)
Norway (starting 1921)
Sweden (starting 1920)