Calculating Monthly Holding Period Return for Treasury
Posted: 01 December 2015 11:08 PM   [ Ignore ]
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Hi,

I’ve been trying to find monthly holding period returns for one-year Treasury bill and ten-year Treasury bond.
I downloaded the data from Index/Treasury and Inflation, but I’m not sure whether it is the right one that I’m looking for.

I’d really appreciate any help. Thank you!

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Posted: 04 December 2015 09:56 AM   [ Ignore ]   [ # 1 ]
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Hi Ivan,

I’ve posted your question on the Google group; I’ll post any replies here.

Best,

Joost

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To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

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