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Interpolate Data from Monthly to Weekly

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Hi, How can I interpolate from monthly data to weekly (weeks must end to the last trading day of the week).

Thanks

A.

asked August 28, 2013

2 Answers

0

I don't see how that can be done.  You would need daily data to compute weekly returns.  Monthly data doesn't have the required information in it to compute weekly returns.

0

Actually, I use weekly data for my modelling purposes and I need to incorporate some monthly macro-variables,  so I need to interpolate them to weekly. Finally problem solved, I wrote a code for that.

Thanks

A.