Risk-free interest rate before 1-mo CMT
Posted: November 10th, 2012, 4:11 pm
Hi all,I'm calculating monthly excess returns on bonds, and for that I need a 1-month risk-free rate.Since 2001 the Fed publishes the 1-Month Treasury Constant Maturity Rate, which would be the preferred measure, right?But what would you guys use for the period before 2001?Thanks a lot!Richard