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Download Risk-Free Rate

Source: R/data_download.R
download_risk_free_rate.Rd

Downloads risk-free rate data from the Kenneth French Data Library (extracted from the Fama-French factor files).

Usage

download_risk_free_rate(
  frequency = c("daily", "monthly"),
  source = "french",
  format_for_task = TRUE
)

Arguments

frequency

Data frequency: "daily" (default) or "monthly".

source

Data source: "french" (default).

format_for_task

Logical. If TRUE, formats for EventStudyTask.

Value

A tibble with date and risk_free_rate columns.