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

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

Harvey: International Historical Perspective

PeriodsCanada 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 Harvey: International Historical Perspective

At 5% standard deviation Harvey: International Historical Perspective