Historical Data: International monthly government bond returns
datasetposted on 09.08.2019 by Laurens Swinkels
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
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)