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Announcement effect on bond prices
(Indian Institute of Management, Ahmedabad, 2001-03)
Modeling the term structure of interest rates in the Indian Debt market
(Indian Institute of Management Ahmedabad, 2001-02)
This paper explores the various techniques commonly used to estimate the term structure of interest rates from the prices of Government bonds, particularly bootstrapping, modeling the forward rate curve as an exponential ...
Indian debt market: A study
(Indian Institute of Management Ahmedabad, 2001)