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Please read the post Risk Free Rates on Datastream (October 2013) as some of the information on this page appears to be out of date.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)
http://en.wikipedia.org/wiki/Risk-free_interest_rate
http://www.investopedia.com/terms/r/risk-freerate.asp
Update 13 Oct 2014 – other posts on risk free rates
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25 August 2011 at 1:45 pmRisk Free Rate for UK and US « Business Research Plus
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18 January 2013 at 12:42 pmRisk Free Rate and Fama French factors « Business Research Plus
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25 October 2013 at 5:50 pmRisk Free Rates on Datastream | Business Research Plus