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| Author: | Turner, A. Hensel, C. |
| Title: | Were the returns from stocks and bonds of different countries really different in the 1980s? |
| Journal: | Management Science
1993 : JUL, VOL. 39:7, p. 835-844 |
| Index terms: | TESTS STATISTICS INCOMES CURRENCY |
| Language: | eng |
| Abstract: | The authors analyzed the total equity returns of indexes from Australia, Canada, Germany, Japan, the U.K., and the U.S. and total fixed income returns of indexes from all but Australia (excluded due to lack of data) to see if the returns of stocks and bonds were statistically different across markets during the 1980s. At the end of 1989, these countries represented over 87% of the market capitalization of the Morgan Stanley Capital International (MSCI) World Equity Index and over 88% of the Salomon Brothers World Bond Index. |
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