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Historical Perspective on International Equity Returns

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Presentation on theme: "Historical Perspective on International Equity Returns"— Presentation transcript:

1 Historical Perspective on International Equity Returns
Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge MA USA office || mobile

2 Harvey: International Historical Perspective

3 Harvey: International Historical Perspective

4 Harvey: International Historical Perspective

5 Harvey: International Historical Perspective

6 Harvey: International Historical Perspective
Periods Canada France Germany Italy Japan U.K U.S. MSCI Canada TR MSCI France TR MSCI Germany TR MSCI Italy TR MSCI Japan TR MSCI U.K. TR MSCI U.S. TR

7 Harvey: International Historical Perspective

8 Harvey: International Historical Perspective

9 Harvey: International Historical Perspective

10 Harvey: International Historical Perspective

11 Harvey: International Historical Perspective
At 5% standard deviation

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