rf // 无风险利率

Risk-free rate

资产定价与事件研究中的无风险收益率入口;频率需与个股收益率一致

attributes

datasetresset_finance · RESSET 锐思金融研究数据库
typecontinuous
rolecontrol
data filestock
keywords无风险利率国债收益率资产定价risk-free

Member of these concepts

利率 / 国债收益率

Same concept in other datasets

datasetvariablelabeltype
csmar_stockrisk_free_rate无风险利率continuous

Used in these research designs

多因子资产定价模型control