Daily Data: Risk-free Interest Rates

van Binsbergen, J, Diamond, W and Grotteria, M (2021) Daily Data: Risk-free Interest Rates. [Dataset] OPEN ACCESS


Dataset linked to paper 'Risk-free interest rates', van Binsbergen, J H, Diamond, W and Grotteria, M. Journal of Financial Economics 143 (1), January 2022, pp1-29. Version of Record DOI: 10.1016/j.jfineco.2021.06.012

Coverage: 2004 - 2018

File (Excel workbook .xlsx format, size: 316KB comprises two tabs: data and explanatory key)

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Item Type: Dataset
Subject Areas: Finance
Date Deposited: 23 Nov 2021 13:58
Subjects: Data collection and recording
Financial risk
Interest rates
Last Modified: 12 Jan 2022 14:42
URI: https://lbsresearch.london.edu/id/eprint/2149

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