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    Rupee-dollar option pricing and risk measurement: jump processes, changing volatility and kurtosis shifts 

    Varma, Jayanth R. (2010-03-28)
    Exchange rate movements in the Indian rupee (and many other emerging market currencies) are characterised by long periods of placidity punctuated by abrupt and sharp changes. Many, but by no means all, of these sharp changes ...
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    Mastershares: market prices divorced from fundamentals 

    Barua, Samir K.; Varma, Jayanth R. (2010-03-31)
    The shares of a closed-end Mutual Fund may be regarded as derived securities because their value depends entirely on the prices of securities that comprise the fund portfolio. Therefore, the Net Asset Value (NAV) of ...
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    Expert system for cost variance investigation 

    Varma, Jayanth R. (2010-03-16)
    In a typical standard costing or budgetary control system, a manager might receive a variance analysis reporting several hundred variances, of which many may have arisen due to random factors, or may be too insignificant ...
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    Regulatory framework for mutual funds 

    Barua, Samir K.; Varma, Jayanth R.; Venkiteswaran, N. (2010-03-31)
    The financial services industry in the Indian economy is undergoing a sea change. One major change that has taken place in the last few years is the establishment of a large number of mutual funds. It is widely recognized ...
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    A regulatory framework for mutual funds 

    Barua, Samir K.; Varma, Jayanth R.; Venkiteswaran, N. (2010-03-20)
    The financial services industry in the Indian economy is undergoing a sea change. One major change that has taken place in the last few years is the establishment of a large number of mutual funds. It is widely recognized ...
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    Estimation errors and time varying betas in event studies a new approach 

    Varma, Jayanth R.; Barua, Samir K. (2010-03-25)
    The event study is one of the most powerful techniques for studying market efficiency. Over a period of time, researchers have made several modifications to the original methodology of Fama, Fisher, Jensen and Roll (1969). ...
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    CRISIL Rating: When does AAA mean B? 

    Raghunathan, V.; Varma, Jayanth R. (2010-03-22)
    In this paper an attempt is made to assess the quality of credit rating function being performed by CRISIL, hitherto the sole credit rating agency in India. The paper attempts to answer, two important questions, namely: ...
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    Indian money market: market structure, covered parity and term structure 

    Varma, Jayanth R. (2010-04-03)
    In the context of the relatively recent deregulation of interest rates in India, this paper analyses the structure and inter-relationships of money market interest rates and studies the extent to which covered interest ...
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    Research on the Indian capital market: a review 

    Barua, Samir K.; Ragunathan, V.; Varma, Jayanth R. (2010-03-26)
    In this paper we present a review of research done in the field of Indian capital markets during the fifteen years from 1977 to 1992. The research works included in the survey were identified by two search procedures. ...
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    Financial sector reform: institutional and technological imperatives 

    Barua, Samir K.; Varma, Jayanth R. (2010-03-26)
    This paper takes the view that financial sector reform is not only a matter of jettisoning old regulations nor even merely a matter of prudential regulation accompanying structural deregulation; it is intimately bound up ...
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    Varma, Jayanth R. (222)
    Barua, Samir K. (59)Raghunathan, V. (35)Jacob, Joshy (16)Agarwalla, Sobhesh Kumar (15)Venkiteswaran, N. (9)Virmani, Vineet (8)Bhatt, M. C. (7)Ragunathan, V. (5)Bhagat, Chetan (2)... View MoreSubjectFinance and Accounting (7)Convertible bonds (6)SEBI (6)Capital Market (4)Financial Services (4)Foreign Exchange Risk (4)Risk Management (4)Currency Crises (3)Debt Restructuring (3)Derivatives (3)... View MoreDate Issued2020 - 2021 (2)2010 - 2019 (182)2000 - 2009 (13)1990 - 1999 (24)1988 - 1989 (1)Has File(s)No (153)Yes (69)

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