Constructing a bond index for Singapore Government securities
We have come up with a methodology in constructing a Singapore Government Bond Index (SGBI) and a Singapore Government Yield Curve (SGYC) for the period 1995-1999.
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7232 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | We have come up with a methodology in constructing a Singapore Government Bond Index (SGBI) and a Singapore Government Yield Curve (SGYC) for the period 1995-1999. |
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