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Data Sources.txt
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21 lines (14 loc) · 821 Bytes
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1) FRED-DTB3 - 3months Fred Treasury bill rate in secondary market
Link: https://www.quandl.com/data/FRED/DTB3-3-Month-Treasury-Bill-Secondary-Market-Rate
2) USTREASURY-LONGTERMRATES - Composite Long term bond yield
Link: https://www.quandl.com/data/USTREASURY/LONGTERMRATES-Treasury-Long-Term-Rates
3) USTREASURY-LONGTERMRATES - 3 months libor rate
Link: https://www.quandl.com/data/FRED/LIOR3M-3-month-London-Interbank-Offered-Rate-LIBOR
4) FRED-DGS3MO - 3 months tbill constant maturity rate
Link: https://www.quandl.com/data/FRED/DGS3MO-3-Month-Treasury-Constant-Maturity-Rate
5) Change in Credit Spread
Link:https://research.stlouisfed.org/useraccount/datalists/250349
6) Change in 3 months yield
https://fred.stlouisfed.org/categories/116
7) Weekly Market Return - yfinance
8) Equity volatility - Wrds