S swampy Dec 14, 2007 #1 Does anyone have a tabulated list of the risk free rate from the 1920's on or any part there of. Or any links? Thanks Swampy
Does anyone have a tabulated list of the risk free rate from the 1920's on or any part there of. Or any links? Thanks Swampy
B black diamond Dec 15, 2007 #2 Look in the data library section on Ken French's website. The risk free rate is included in some of the factor files, back to 1926. He uses the 1-month t-bill. http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/f-f_factors.html
Look in the data library section on Ken French's website. The risk free rate is included in some of the factor files, back to 1926. He uses the 1-month t-bill. http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/f-f_factors.html
