Does anyone have a tabulated list of the risk free rate from the 1920's on or any part there of. Or any links? Thanks Swampy
Look in the data library section on Ken French's website. The risk free rate is included in some of the factor files, back to 1926. He uses the 1-month t-bill. http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/f-f_factors.html