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.

Bibliographic Details
Main Author: Donny Kurniawan
Other Authors: Tan, Khye Chong
Format: Thesis
Language:English
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7232