Data: Treasury Bond Return Data Starting in 1962
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下载链接:
https://doi.org/10.34894/YWT2IX
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资源简介:
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.
提供机构:
Erasmus University Rotterdam (EUR)
创建时间:
2019-06-03



