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Masala bonds : adding spice to Indian bond market
Moid, Sana - In: The Indian journal of economics 99 (2019) 395, pp. 509-527
Persistent link: https://www.econbiz.de/10012583306
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Developing India's offshore local currency bond market : lessons from emerging countries
Kohli, Renu; Sahoo, Pravakar; Shuheb Khan, M. - 2017
EMEs exploiting the opportunity. India also launched its rupee-denominated bond (masala bond) abroad in 2013, seeking to … peers, China and Brazil, to learn from their respective paths and experiences in similar regard. The paper concludes by … listing the key essentials for future growth and long-term sustainability of the masala bond market and its emergence as a …
Persistent link: https://www.econbiz.de/10011708308
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Empirical study on the factors affecting bond market returns-evidence from Indian markets
Sharma, S. C.; Chhabra, Bhavna; Saxena, Navneet - In: International journal of bonds and derivatives 4 (2020) 2, pp. 114-125
Persistent link: https://www.econbiz.de/10012505157
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Return and volatility spillovers between currency and bond markets in India
Sahoo, Sudarsana; Kumar Behera, Harendra; Trivedi, Pushpa L. - In: Macroeconomics and finance in emerging market economies 12 (2019) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10012176862
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Determinants of government bond returns : an Indian experience
Faniband, Muhammadriyaj Munna; Jadhav, Pravin - In: International journal of computational economics and … 14 (2024) 3, pp. 251-268
Persistent link: https://www.econbiz.de/10015062790
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Determinants of Yield Spread in the Government of India Bond Markets
Rathi, Kishore - 2018
for an effective monetary policy. This is one of the first papers on Indian government bond market, with specific focus on … yield spread. Using the NSE's N-S method based ZCYC, and including 186,279 bond trades, over the period 2006-2012, this … paper attempts to identify the determinants of yield spread of Government of India Bonds, controlling for various bond …
Persistent link: https://www.econbiz.de/10012929987
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Bond rating and bond market of Indian corporate : issues and recommendations
Kumari, Manisha; Jessica, V. Mary - In: International journal of business excellence : IJBEX 29 (2023) 2, pp. 204-221
Persistent link: https://www.econbiz.de/10014234749
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Momentum Effect, Value Effect, Risk Premium and Predictability of Stock Returns – A Study on Indian Market
Banerjee, Arindam - 2020
The efficient market hypothesis (EMH), one of the central pillars of modern financial theories, often fails to explain the ‘financial anomalies'. One fatal challenge of EMH probably comes from the theoretical assumption of ‘rational man'. According to EMH, the fully rational investor may...
Persistent link: https://www.econbiz.de/10012843689
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Momentum, Reversals, and other Puzzles in Fama-MacBeth Cross-Sectional Regressions
Kamstra, Mark J. - 2017
The existence of reversals and momentum in equity returns has challenged proponents of efficient markets for over 30 years. Although explanations for momentum profits based on cross-sectional mean return dispersion have been proposed, evidence of time-series autocorrelation from Fama-MacBeth...
Persistent link: https://www.econbiz.de/10012959272
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Size and Value Premiums in the Indian Stock Market
Aziz, Tariq - 2015
The poor empirical record of the CAPM paved the way towards the development of multi-factor asset pricing models. The three-factor model of Fama and French (1993) is regarded as a ground-breaking multi-factor asset pricing model. This paper examines the performance of the three-factor model of...
Persistent link: https://www.econbiz.de/10013031649