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Data: Treasury Bond Return Data Starting in 1962

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DataCite Commons2025-10-24 更新2025-04-15 收录
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Although the Federal Reserve publishes the yield-to-maturity of U.S. Treasury bonds, the returns earned by investors are not publicly available. We estimate a return series starting in 1962 using yield-to-maturity data of government bonds with 10 year maturity and include formulas to update the paper going forward.

创建时间:
2019-07-01
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