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Historical Data: International monthly government bond returns

posted on 2021-05-28, 12:51 authored by Laurens SwinkelsLaurens 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)