Data · dataset · 2025
Database of US Treasury prices and returns 1942-1982
Listed in Teesside University Research Data Repository
This database consists of two major parts.
Description
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 ssrn.com/abstract=5422914 or dx.doi.org/10.2139/ssrn.5422914
Links
Where it is published
- DOI doi.org/10.17632/j4c325yrgg.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Finance
Provenance · 1 source records, 8 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/j4c325yrgg.1 | 9 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:field:350202 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |