Download or read book The Structure of Interest Rates in India written by Asishkumar Roy and published by Calcutta : World Press. This book was released on 1975 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Term Structure of Interest Rates in India written by Rajnish Mehra and published by . This book was released on 2016 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the term structure of interest rates in India to see if the yield curve can be rationalized based on the 'expectations hypothesis'. Although we find evidence of predictability for holding period returns, we reject the null hypothesis that the expectations hypothesis holds for the period under consideration. Contrary to the finding in the US, the volatility of Indian bond returns is consistent with the expectations hypothesis. Returns on long-term bonds are less volatile than those of short-term bonds. The volatility puzzle documented by Shiller on US data is not observed in Indian bond returns.

Download or read book Term structure of Interest Rates and Monetary Management in India written by Surendra Kumar Kaushik and published by . This book was released on 1976 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Market and the Structure of Interest Rates in India written by Tapas Kumar Chakrabarti and published by . This book was released on 2004 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Structure of Interest Rates in the Organised Sector in India written by Bankers Training College (Reserve Bank of India) and published by . This book was released on 1984 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Term Structure of Interest Rates in India written by Gangadhar Darbha and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The gradual shift to market related rates of interest on government borrowing has now made it possible to estimate the term structure in the Indian debt markets. Estimates of term structure provide the basis for valuation and risk measurement of sovereign and non-sovereign securities. It gives the interest rate structure in the economy that can be used to analyze the extent of impact of monetary policy. The present paper attempts to provide a framework for the estimation of the daily term structure taking into account important aspects related to the Indian debt market. We improve upon existing empirical work by highlighting the importance of various institutional details that lead to intra security price dispersion. Using the parsimonious Nelson-Siegel functional form, we provide daily estimates of the sovereign ZCYC using information on secondary market trades in Government securities available from the Wholesale Debt Market of the National Stock exchange (NSE-WDM). The estimated model is found to perform satisfactorily in terms of the mean absolute price of errors.

Download or read book Interest Rates and Flow of Funds written by D. H. Pai Panandiker and published by [Delhi] : Macmillan India. This book was released on 1973 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Structure of Interest Rates written by Mona Elliott Dingle and published by . This book was released on 1951 with total page 936 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Behavior of the Term Structure of Interest Rates written by Reuben A. Kessel and published by . This book was released on 1965 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Monetary Policy in India written by Chetan Ghate and published by Springer. This book was released on 2016-11-25 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents research that applies contemporary monetary theory and state-of-the-art econometric methods to the analysis of the monetary and financial aspects of the Indian economy and the impact of monetary policy on economic performance. Indian monetary policy has attracted significant attention from Indian and international macroeconomists over the last several years. Interest in how monetary policy influences economic performance and how monetary policy is conducted in India is growing. The prospects for further financial sector reform and ongoing inflation in India have sparked new interest in the role of money and monetary policy in India among economists, policy makers and students alike. The book should also interest economists outside India because it studies monetary economics in a major emerging market economy and makes advances in the analysis of how financial market imperfections and structural constraints influence the effects of monetary policy.

Download or read book The Term Structure of Interest Rates and the Government Securities Market written by Steven Wayne Dobson and published by . This book was released on 1977 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Term Structure of Interest Rates written by and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Information Content of the Term Structure of Interest Rates written by and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Term Structure of Interest Rates written by Burton Gordon Malkiel and published by . This book was released on 1966 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Term Structure of Interest Rates written by and published by . This book was released on 1987 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A survey on the theories of the term structure of interest rates written by Gianna Boero and published by . This book was released on 1994 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Interest Rate Modeling Post Crisis Challenges and Approaches written by Zorana Grbac and published by Springer. This book was released on 2015-12-26 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice. The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.