Capital market return is in general estimated as the national market index return.

Based on Fisher relation, (1 + nominal rate of return) = (1 + real rate of return) (1 + inflation rate), the anually realized rate of return can be calculated.

I suspect large differences between the anually realized rate of return both in time, but also among different countries.

I am interested in finding different studies providing statistics regarding the anually realized market return in real terms in international context (minimum, maximum, average, median, the statistical distribution of this variable).

Please, can you help me with some suggestions?

Victor Dragota