16:06 Mar 3, 2024
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Serial No.TitleAuthor NameDate
WP/014Modelling Issues in Efficient Term Structure Estimation: A Study of the Indian Government Securities MarketGolaka C Nath, Vardhana Pawaskar, Sahana Rajaram, Manoel Pacheco & Ritesh Bagade06-Jan-2021
WP/013Revisiting The Theory Of Interest Rate Determinants In IndiaGolaka C Nath, Vardhana Pawaskar, Debajyoti Das, Ritesh Bagade & Pravin Shinde05-Jan-2021
WP/012SOFR Index-A Plausible Tool For Computing the Modified MIFOR Curve in IndiaGolaka C Nath & Manoel Pacheco19-Nov-2020
WP/011Impact of LIBOR Transition on MIFOR Benchmark (Version 2)Golaka C Nath & Manoel Pacheco22-Sep-2020
WP/011Impact of LIBOR Transition on MIFOR Benchmark (Version 1)Golaka C Nath & Manoel Pacheco31-Aug-2020
WP/010Microstructure Of Sub-Sovereign Bond Spreads The Case Of Federal State Bonds In IndiaGolaka C Nath, Vardhana Pawaskar & Priyanka Shiraly25-Nov-2019
WP/009Testing the Expectations Hypothesis and Explaining The Determinents of Term PremiaGolaka C Nath, Manoj Dalvi, Vardhana Pawaskar & Manoel Pacheco01-Nov-2019
WP/008An Empirical Analysis of Efficiency in the Indian Gold Futures MarketGolaka C Nath, Manoj Dalvi, Vardhana Pawaskar, Sahana Rajaram & Manoel Pacheco01-Oct-2018
WP/007Repo Market And MROR As Collateralized Benchmark RateGolaka C Nath01-Aug-2018
WP/006MIBOR-OIS Curve A Concept Note On MethodologyGolaka C Nath02-Jul-2018
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