| 000 -LEADER |
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| fixed length control field |
01024pab a2200193 454500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180718b2000 xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Nag, Ashok K. |
| 245 ## - TITLE STATEMENT |
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| Title |
Yield curve analysis for government securities in India |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Date of publication, distribution, etc. |
2000 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
p.339-48 |
| 362 ## - DATES OF PUBLICATION AND/OR SEQUENTIAL DESIGNATION |
|---|
| Dates of publication and/or sequential designation |
29 Jan |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This study demonstrates the feasibility of constructing technically sound yield curves in the Indian context. It sets out a methodological basis for construction of yield curves for government securities in India and accordingly constructs yield curves for each of the months during the financial years 1996-97 and 1997-98, and a part of 1998-99. These yield curves are interpreted in the light of established theories. It is observed that these yield curves have significant policy implications. - Reproduced |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Public debt - India |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Government securities - India |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Government securities |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ghose, Sudip K. |
| 773 ## - HOST ITEM ENTRY |
|---|
| Main entry heading |
Economic and Political Weekly |
| 909 ## - |
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| -- |
43863 |
