Calculating Equity Risk Premium (ERP) requires an input for the Risk Free Rate in the calculation by Open University:
ERP = E(Rm) - Rf
For estimation of ERP, how do I get the Risk Free Rate, say in Pipeline or out, other than using fetcher()?
For instance, Risk Free Rate to assume a proxy rate, say the 30-Day SEC Yield rate of GOVT?
Quantopian has price data for ETFs such as GOVT et. al. (see Notebook attached).. is there a way to get yield data (30-Day SEC or yield-to-maturity) as if "dividend yield" from these ETFs as input into the ERP equation?
What other ways you may suggest? Thanks