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Historical Data: International monthly government bond returns

Version 6 2023-01-10, 08:58
Version 5 2021-05-28, 12:51
Version 4 2019-08-09, 09:06
Version 3 2019-07-01, 13:13
Version 2 2019-07-01, 10:04
Version 1 2019-06-03, 09:05
dataset
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)


History