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Swiss Journal of Economics and Statistics

Table 2 Return differentials on 10-year bond portfolios in local currency

From: On the rewards to international investing: a safe haven currency perspective

Period

Euro

USD

UKST

1980–2016

2.10

3.06

4.74

1980–2007

2.16

3.88

5.61

1980–2003

2.25

4.45

6.30

2008–2016

1.93

0.58

2.15

  1. Note: One year holding period return on 10-year benchmark government bond portfolios in various currencies after conversion in CHF net of the return on a comparable CHF portfolio
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