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Select All | DownloadUrl | Serial No | Title | Author Name | Date | View | Download |
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/documents/d/ccil/FX Swap Liquidity in India’s Domestic and International Front-pdf | WP/017 | FX Swap Liquidity in India’s Domestic and International Front: Exploring Spill over Across Exchange Rate Regimes | Gargi Sanati & Manoel Pacheco & Akash Supare | 25-Mar-2025 | |||
/documents/d/ccil/Exploring Volatility Risk Premia in USDINR Currency Options-pdf | WP/016 | Exploring Volatility Risk Premia in USD-INR Currency Options - Insights from the Indian Market | Manoel Pacheco | 06-Feb-2025 | |||
/documents/d/ccil/Retail Participation in Government Securities Market WP-pdf | WP/015 | Retail Participation in Government Securities Market - A Potential Game Changer for Vision Viksit Bharat | Vardhana Pawaskar & Payal Ghose | 24-Jan-2025 | |||
https://www.ccilindia.com/documents/d/ccil/WP014 Modelling Issues in Efficient Term Structure Estimation- A Study of the Indian Government Securities Market (2)-pdf | WP/014 | Modelling Issues in Efficient Term Structure Estimation: A Study of the Indian Government Securities Market | Golaka C Nath, Vardhana Pawaskar, Sahana Rajaram, Manoel Pacheco & Ritesh Bagade | 06-Jan-2021 | |||
https://www.ccilindia.com/documents/d/ccil/WP013_Revisiting_The_Theory_Of_Interest_Rate_Determinants_In_India-pdf | WP/013 | Revisiting The Theory Of Interest Rate Determinants In India | Golaka C Nath, Vardhana Pawaskar, Debajyoti Das, Ritesh Bagade & Pravin Shinde | 05-Jan-2021 | |||
https://www.ccilindia.com/documents/d/ccil/WP012_SOFR Index-A Plausible Tool For Computing the Modified MIFOR Curve in India_12-pdf | WP/012 | SOFR Index-A Plausible Tool For Computing the Modified MIFOR Curve in India | Golaka C Nath & Manoel Pacheco | 19-Nov-2020 | |||
https://www.ccilindia.com/documents/d/ccil/WP011_Impact of LIBOR transition on MIFOR Benchmark_Sep_2020_version 2-pdf | WP/011 | Impact of LIBOR Transition on MIFOR Benchmark (Version 2) | Golaka C Nath & Manoel Pacheco | 22-Sep-2020 | |||
https://www.ccilindia.com/documents/d/ccil/WP010_Microstructure_Of_Sub-Sovereign_Bond_Spreads_The_Case_Of_Federal_State_Bonds_In_India-pdf | WP/010 | Microstructure Of Sub-Sovereign Bond Spreads The Case Of Federal State Bonds In India | Golaka C Nath, Vardhana Pawaskar & Priyanka Shiraly | 25-Nov-2019 | |||
https://www.ccilindia.com/documents/d/ccil/WP009_Testing the Expectations Hypothesis and Explaining The Determinents of Term Premia-pdf | WP/009 | Testing the Expectations Hypothesis and Explaining The Determinents of Term Premia | Golaka C Nath, Manoj Dalvi, Vardhana Pawaskar & Manoel Pacheco | 01-Nov-2019 | |||
https://www.ccilindia.com/documents/d/ccil/WP008_Empirical_Analysis_of_Efficiency_in_Indian_Gold_Futures_Market_8-pdf | WP/008 | An Empirical Analysis of Efficiency in the Indian Gold Futures Market | Golaka C Nath, Manoj Dalvi, Vardhana Pawaskar, Sahana Rajaram & Manoel Pacheco | 01-Oct-2018 |
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