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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, ( DS Extranet-RiskFreeInterestRates.htm  you may need to have access to the Datastream Extranet). Please read the post Risk Free Rates on Datastream (October 2013) as some of the information on this page appears to be out of date.

Other useful pages:

Risk-Free Rate data sources (posted researchfinancial blog Feb 2014)



Update 13 Oct 2014 – other posts on risk free rates


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