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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Main Author: | Donny Kurniawan |
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Other Authors: | Tan, Khye Chong |
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 |
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