Constructing a bond index for Singapore Government securities

• Main Author: Donny Kurniawan
• Other Authors: Tan, Khye Chong
• Format: Theses and Dissertations
• Language: English
• Published: 2008
• Subjects: DRNTU::Business::Finance::Fixed income::Bonds
• Online Access: http://hdl.handle.net/10356/7232
• Institution: Nanyang Technological University

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.