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Old 12-18-2008, 03:05 PM
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SmokerLeyland SmokerLeyland is offline
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Default Proxies for risk free rates

Generally, in the past, I have used the 3-month t-bill.

While I would love to submit to several DOI's the theory that I will earn nothing on my investments, I do not think they will go for it.

What other things have you/would you use as a proxy for risk-free investment ?
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Old 12-18-2008, 03:58 PM
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Avi Avi is offline
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Quote:
Originally Posted by SmokerLeyland View Post
Generally, in the past, I have used the 3-month t-bill.

While I would love to submit to several DOI's the theory that I will earn nothing on my investments, I do not think they will go for it.

What other things have you/would you use as a proxy for risk-free investment ?
I've used this (stripped coupon interest) as a proxy for a risk-free zero-coupon yield curve: http://online.wsj.com/mdc/public/pag...=topnav_2_3010
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