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From a note of P. Krugman (link): So no it is not. Why ? I would say 3 cause: First: Dynamics, saving rates are longterm figures. Offer and demand would be different for these products. Some time there is a lack of liquidity and a need of financement, so a huge demand in short term bonds. Second: bank margin, reserve policies, they have to earn some ...


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4-week US Treasury bill rates would give you a good proxy for USD cash interest. You can download them from here: http://www.federalreserve.gov/releases/h15/data.htm "The return on domestically held short-dated government bonds is normally perceived as a good proxy for the risk free rate." - wikipedia


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I don't know about free of charge, but if you're subscribed to WRDS or similar data sources, then here's how to get the historical S&P 500 constituents data


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They represent the current BID and ASK at the time you query them. If you look up those fields in the terminal FLDS<GO> you will see they are marked as reference data, that means they are not continually updated. They are refreshed each time you query them. They come from the NBBO quote at the time you query them.


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PX_BID and PX_ASK are the static equivalents of BID and ASK, the latter two of which populate in "real time" (i.e. as they are dynamically updated). So the PX_BID and PX_ASK values are dependent upon when you pulled the data. Bloomberg's source depends on the asset in question and the exchange on which they are listed, but the data does come from the ...



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