n Investment Analysts Journal - A re-evaluation of the South African Bond Exchange-Actuaries indices

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Extracted from text ... Number 53 - Part 2 R Thomson* A re-evaluation of the South African Bond Exchange-Actuaries Indices *Visiting Professor, Department of Statistics and Actuarial Science, University of the Witwatersrand, Private Bag 3, Wits 2050, Republic of South Africa. The author acknowledges with thanks the advice of Prof A Asher with regard to certain aspects of this paper, as well as the criticism of the referees. Email: rthomson@icon.co.za 1. Introduction The JSE-Actuaries Fixed Interest Index was launched in January 1983 with historical data from 1980 onwards. There were two series-one for RSA government bonds and one for Eskom and SATS bonds-subdivided into ..


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