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Swiss Journal of Economics and Statistics

Table 3 Return differentials on 10-year bond portfolios after conversion in CHF

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

Period

Euro

USD

UKST

1980–2016

0.81

1.58

1.77

1980–2007

2.08

2.56

3.77

1980–2003

1.80

3.32

3.77

2008–2016

−3.00

−1.34

−4.23

  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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