Darbha, Gangadhar; Roy, Sudipta Dutta; Pawaskar, Vardhana - In: Indian Economic Review 38 (2003) January, pp. 1-19
The gradual shift to market related rates of interest on government borrowing has now made it possible to estimate the term structure in the Indian debt markets. Estimates of term structure provide the basis for valuation and risk measurement of sovereign and non-sovereign securities. It gives...
