Risk Free Interest rate

Added: How can I find a historical risk free rate for different countries?

Not too difficult to find rate for US treasury bills (3 month), and several other countries now issue treasury bills. Other alternatives seems to include interbank rates (LIBOR or EURIBOR), extrapolating 3 month figure from government bond yield curve, or repo rate (for countries with liquid repo market).

Thomson Reuters have a useful page, but you need to have access to the Datastream Extranet ( DS Extranet-RiskFreeInterestRates.htm )

Other useful pages:

http://en.wikipedia.org/wiki/Risk-free_interest_rate

http://www.investopedia.com/terms/r/risk-freerate.asp

Update 24 Aug 2011 – new post on Risk Free rates

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