Database of US Treasury prices and returns 1942-1982
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下载链接：
https://data.mendeley.com/datasets/j4c325yrgg
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资源简介：
This database consists of two major parts. Firstly, a spreadsheet containing the monthly price, amounts in issue, and yields of individual US treasuries from the end of 1941 until close to the end of 1982. Secondly, annual and monthly total returns of various indices (defined by maturity and tax status) over the same period.
The details of the method used and a discussion of the results can be found in
Stocker, A.J. (2025). “Total returns of US treasury index funds derived from bond prices between 1941 and 1982”, Available at SSRN https://ssrn.com/abstract=5422914 or http://dx.doi.org/10.2139/ssrn.5422914
创建时间：
2025-09-01
