Chakraborty, Suman; Iyer, Vishwanathan; Ledwani, Sanket - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-33
Does Indian sovereign yield volatility reflect economic fundamentals, or whether it is a self-generated force flowing through markets with little connection to such fundamentals? To answer the question, this research explores the volatility dynamics and measures the persistence of shocks to the...
