Macroeconomic factors and yield curve for the emerging Indian economy
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DOI: 10.1080/17520843.2011.548612
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Cited by:
- Chundakkadan, Radeef & Sasidharan, Subash, 2019. "Liquidity pull-back and predictability of government security yield volatility," Economic Modelling, Elsevier, vol. 77(C), pages 124-132.
- Lange, Ronald Henry, 2018. "The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 164-182.
- Rudra Sensarma & Indranil Bhattacharyya, 2016.
"Measuring monetary policy and its impact on the bond market of an emerging economy,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(2), pages 109-130, July.
- Sensarma, Rudra & Bhattacharyya, Indranil, 2015. "Measuring monetary policy and its impact on the bond market of an emerging economy," MPRA Paper 81067, University Library of Munich, Germany.
- Lange, Ronald H., 2014. "The small open macroeconomy and the yield curve: A state-space representation," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 1-21.
- Sensarma, Rudra & Bhattacharyya, Indranil, 2016. "The impact of monetary policy on corporate bonds in India," Journal of Policy Modeling, Elsevier, vol. 38(3), pages 587-602.
- Kanjilal, Kakali, 2013. "Factors causing movements of yield curve in India," Economic Modelling, Elsevier, vol. 31(C), pages 739-751.
- Kakali Kanjilal, 2014. "Rational expectation hypothesis: empirical evidence from government debt market in India," International Journal of Indian Culture and Business Management, Inderscience Enterprises Ltd, vol. 9(3), pages 353-370.
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Keywords
term structure of interest rates; inflation; growth; monetary policy; financial reforms; LAF; VAR modelling; Granger causality; Impulse response;All these keywords.
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