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Free Riskmetrics data
I've been trying to find credit spead data and I downloaded a free 'lagged' dataset from Riskmetrics which might help me.But the files unzip to give .rm3 files which I don't know how to open.Has anyone seen this before and please could they tell me how to open it???Thanks in advance!
Free Riskmetrics data
Most probably they are just tab delimited text files. Try opening them using notepad. If successful, export them to excel format.Rajneesh
Free Riskmetrics data
Yeah, it's either tab or comma delimited. Open it in Excel. Over the years, RiskMetrics has developed various file specification (rm2.3, rm3DV1, ...). The trick is in deciphering the fields (i,e. the first field might be the name of the curve, the second field might be the date, and the third field might be the spread). The scheme is different for every type of data set, but RiskMetrics should have a docuemnt somewhere telling you how it works.