[R-SIG-Finance] where to obtain T-bill 3 month rate?
ezivot at u.washington.edu
Wed Nov 15 04:27:51 CET 2006
2 good sources of info are
1. FRED database at the Federal Reserve bank of Kansas City.
2. www.economagic.com. They have a nice collection of free financial and
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Michael
Sent: Tuesday, November 14, 2006 6:12 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] where to obtain T-bill 3 month rate?
In playing with the empirical finance models, we need the risk-free rate. I
am thinking of T-bill 3 month rate.
I've looked at a few webpages, e.g.
But they look complicated... is there a popular place that I can simply
download the T-bill 3 month historical data?
Is there a program in R that can automatically/streamingly pull stock and
T-bill rate data from popular website?
Thanks a lot!
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