Rate of return and risk of german stock investments and annuity bonds 1870 to 1992
GESIS Data Archive, Cologne. ZA8384 Data file Version 1.0.0, https://doi.org/10.4232/1.8384
Abstract: Until the 90s information on risk premiums based on empirical studies for the German capital market was only available sporadically and for short time horizons. Therefore a long term comparison of risk and return was not possible. Markus Morawietz investigates profitability and risk of German stock and bond investments since 1870. He takes inflation and tax issues into account. His work contains a comprehensive collection of primary data since 1870 on key figures on a monthly basis which describe the German capital market.
The goal of the study is to identify empirical statements on parameter ... more Methodology
Date(s) of Data Collection: 1870 - 1992
Geographic coverage: Historical German lands (-1871) (DQDE) | German Reich (1871-1945) (DXDE) | Germany (DE)
Number of Units: 122 Zeitpunkte
Mode of Data Collection: Sources:
German Central Bank (ed.), 1975: Deutsches Geld- und Bankwesen in Zahlen 1876 – 1975. (German monetary system and banking system in numbers 1876 – 1975)
German Central Bank (ed.), different years: monthly reports of the German Central Bank, statistical part, interest rates
German Central Bank (ed.), different years: Supplementary statist ... more Analysis System(s): Excel
Number of Variables: 35 Zeitreihen
Bibliographic information
Principal Investigator/ Authoring Entity, Institution: Marowietz, Markus -
Publication year: 2009
DOI: 10.4232/1.8384
Study number: ZA8384
Publisher: GESIS Data Archive
Versions
Current Version: 1.0.0, 2010-04-13, https://doi.org/10.4232/1.8384
Version history: ... more Reference publications
Publications: Morawietz, Markus, 1994: Rentabilität und Risiko deutscher Aktien- und Rentenanlagen seit 1870. Eine Berücksichtigung von Geldentwertung und steuerlichen Einflüssen. Wiesbaden: Deutscher Universitätsverlag, Gabler (Gabler Edition Wissenschaft).
Study group: GESIS Community Data |
show all hits of the groupGESIS Community Data contains German and international research data that have been specially prepared for secondary analysis and academic teaching. These are studies that have been donated to GESIS by the scientific community and are processed by us in the spirit of open science. The collection constantly expands and contains data from six decades ... more 
