Page 1 of 1
Italian Interest Rates
Posted: October 17th, 2009, 3:06 am
by geodesic
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!
Italian Interest Rates
Posted: October 18th, 2009, 3:11 pm
by Martinghoul
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
Posted: October 18th, 2009, 5:31 pm
by Aaron
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.