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Swiss Journal of Economics and Statistics

Table 4 Return differentials on equity portfolios in local currency

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

Period

Euro

USD

UKST

1980–2016

1.19

1.40

0.97

1980–2007

1.50

0.40

0.91

1980–2003

1.65

1.55

1.62

2008–2016

0.20

4.51

1.18

  1. Note: One year holding period return on MSCI equity indices in various currencies after conversion in CHF net of the return on a comparable CHF portfolio
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