Presentation is loading. Please wait.

Presentation is loading. Please wait.

Historical Perspective on International Equity Returns

Published byRobert Malo Modified over 5 years ago

Similar presentations

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

Download ppt "Historical Perspective on International Equity Returns"

Similar presentations

1 Expectations of Equity Risk Premia, Volatility, and Asymmetry: From a Corporate Finance Perspective John R. Graham Duke University, Durham, NC USA

1 Expectations of Equity Risk Premia, Volatility, and Asymmetry: From a Corporate Finance Perspective John R. Graham Duke University, Durham, NC USA
World War I Recruitment Posters From:

World War I Recruitment Posters From:
Different ways of stress In Japan – Work stress They work 43.5 hours a week They only take 8.4 days off per year In Africa – Health stress Food stress.

Different ways of stress In Japan – Work stress They work 43.5 hours a week They only take 8.4 days off per year In Africa – Health stress Food stress.
WELCOME 9th HITRAN Database Conference 26-28 June 2006 Harvard-Smithsonian Center for Astrophysics Cambridge MA.

WELCOME 9th HITRAN Database Conference June 2006 Harvard-Smithsonian Center for Astrophysics Cambridge MA.
Copyright © 2006 Pearson Addison-Wesley. All rights reserved. Appendix B International Annual Time Series Data for Selected Countries: 1960– 2004.

Copyright © 2006 Pearson Addison-Wesley. All rights reserved. Appendix B International Annual Time Series Data for Selected Countries: 1960– 2004.
Trends in Higher Education Association of Universities and Colleges of Canada 2002.

Trends in Higher Education Association of Universities and Colleges of Canada 2002.
Estimation Error and Portfolio Optimization Global Asset Allocation and Stock Selection Campbell R. Harvey Duke University, Durham, NC USA National Bureau.

Estimation Error and Portfolio Optimization Global Asset Allocation and Stock Selection Campbell R. Harvey Duke University, Durham, NC USA National Bureau.
Consensus Adspend Forecast May 2010. Consensus Forecast: Total Advertising Expenditure Source: Warc ‘Consensus Forecast May 2010’ Current prices, y/y.

Consensus Adspend Forecast May Consensus Forecast: Total Advertising Expenditure Source: Warc ‘Consensus Forecast May 2010’ Current prices, y/y.
PSC 357 AMERICAN FOREIGN POLICY SURVEY RESULT: ECONOMIC INSTRUMENTS SPRING, 2014.

PSC 357 AMERICAN FOREIGN POLICY SURVEY RESULT: ECONOMIC INSTRUMENTS SPRING, 2014.
Economic Policy Fixed Exchange Rates. Daniels and VanHooseEconomic Policy2 Annual Growth of Per Capital Real GDP 70-7980-8990-01 Canada3.42.11.3 France3.41.81.5.

Economic Policy Fixed Exchange Rates. Daniels and VanHooseEconomic Policy2 Annual Growth of Per Capital Real GDP Canada France
STUDY + EXPERIENCE = SUCCESS www.icms.edu.au The Global Student Frank Prestipino Managing Director International College of Management Sydney.

STUDY + EXPERIENCE = SUCCESS The Global Student Frank Prestipino Managing Director International College of Management Sydney.
The Performance of the Term Structure in Predicting the Recession of 2001 Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic.

The Performance of the Term Structure in Predicting the Recession of 2001 Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic.
1 Announcing … Global broadband subscribers to 30 June 2005 Total: 176 million 115 million * 65% * choose DSL.

1 Announcing … Global broadband subscribers to 30 June 2005 Total: 176 million 115 million * 65% * choose DSL.
Eclipse Foundation, Inc. Eclipse Developer Demographic Profile Information Source Company: Genuitec LLC Product : MyEclispe Enterprise Workbench - 160,000.

Eclipse Foundation, Inc. Eclipse Developer Demographic Profile Information Source Company: Genuitec LLC Product : MyEclispe Enterprise Workbench - 160,000.
B. Populations grow and decline over time and space. Explain contemporary and historical trends in population growth and decline.

B. Populations grow and decline over time and space. Explain contemporary and historical trends in population growth and decline.
1 Yield Curve Inversions and Future Economic Growth Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge.

1 Yield Curve Inversions and Future Economic Growth Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge.
SPACE. What is the ISS? The International Space Station.

SPACE. What is the ISS? The International Space Station.
Copyright 2001. Campbell R. Harvey. All Worldwide Rights Reserved. 1 The Financial and Economic Impact of September 11, 2001 Campbell R. Harvey Duke University,

Copyright Campbell R. Harvey. All Worldwide Rights Reserved. 1 The Financial and Economic Impact of September 11, 2001 Campbell R. Harvey Duke University,
Historical Perspective on International Equity Returns Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge.

Historical Perspective on International Equity Returns Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge.
Copyright 2001. John R. Graham and Campbell R. Harvey. 1 Expectations of Equity Risk Premia, Volatility, and Asymmetry: From a Corporate Finance Perspective.

Copyright John R. Graham and Campbell R. Harvey. 1 Expectations of Equity Risk Premia, Volatility, and Asymmetry: From a Corporate Finance Perspective.

Similar presentations

Ads by Google