Nag, Ashok K.

Yield curve analysis for government securities in India - 2000 - p.339-48 - 29 Jan

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


Public debt - India
Government securities - India
Government securities