Zero-Coupon and Forward Yield Curves for Government of Ghana Bonds
This article seeks to provide a framework for modeling daily zero-coupon yield curve for Government of Ghana bonds based on secondary market daily trades. It also proposes method for modeling the forward yield curve. The current practice in Ghana is to produce yield curve for Government of Ghana bon...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2018-09-01
|
| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/2158244018800786 |