Yield curve analysis for government securities in India
By: Nag, Ashok K.
Contributor(s): Ghose, Sudip K.
Material type:
ArticlePublisher: 2000Description: p.339-48.Subject(s): Public debt - India | Government securities - India | Government securities
In:
Economic and Political WeeklySummary: 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
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Indian Institute of Public Administration | Volume no: 35, Issue no: 5 | Available | AR44265 |
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
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