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Italian Interest Rates
Student here. Took a class on econometrics; now I'd like to put some of my knowledge to good use and investigate something I have a hunch on.I'd like to know the risk free rates of Italy. What is the Italian counterpart to the US Treasury bill, and where can I get these rates in some kind of usable form (csv, xls, txt, etc).Thanks!
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- Martinghoul
- Posts: 188
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Italian Interest Rates
The Italian treasury bills are called BOTS. Given that Italy is part of the EMU, I'd hazard a guess that the rate you're actually looking for is EURIBOR, rather than anything specific to Italy. All depends on what you need the rate for...
Italian Interest Rates
A risk-free rate is defined for an asset, not a country. A risk-free USD rate is one that guarantees delivery of USD; a risk-free gold rate is one that guarantees delivery of gold; and so on. I suspect what you mean is the rate on Italian government short-term EUR-denominated notes, which is not risk free. It is the EUR risk-free rate, plus a credit spread for the Italian government.