Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

This is an FX question. I want to track short term (overnight or next best thing) rates for major/em ccys. What's the best way of doing this? Is there an index I can follow? Preferably something published for free somewhere. :)

share|improve this question
up vote 4 down vote accepted

Look for the Overnight LIBOR or OIS rates for each currency. It's easier to find LIBOR rates by the way, but OIS are closer to being risk-free. In a nutshell, LIBOR rates contain bank related credit risk which may induce bias your analysis.

Also available for the USD is the fed funds rate and the ECB refinancing rate for the EUR.

share|improve this answer
    
Pretty good free resource for LIBOR: global-rates.com/interest-rates/interest-rates.aspx, havent found anything like that for OIS – Nik Mar 20 '14 at 15:03

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.