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Now showing items 1-10 of 13
Gorbachev betas the Russian coup and market blues
(2009-12-12)
Extensive work has been done on response of stock markets to a variety of events, such as announcement of a firm s financial results, changes in a firm s variables. However, little work has been done on response of stock ...
Value at risk models in the Indian Stock market
(2009-12-12)
This paper provides empirical tests of different risk management models in the Value at Risk (VaR) framework in the Indian stock market. It is found that the GARCH-GED (Generalised Auto-Regressive Conditional Heteroscedasticity ...
Towards a unified market for trading gilts in India
(2009-12-14)
This paper argues for a reconsideration of most elements of this design. Government securities are a unique asset class to which all Indians should have non discriminatory access. Segregated markets are unacceptable. Nor ...
Reconnecting directors to the company
(2006-07-22)
Comments on governance, supervision and market discipline : lessons from Enron
(2002-10-21)
At the outset, Professor Varma is to be complimented for the meticulously painstaking
effort in putting together a comprehensive and very readable narrative of the Enron
episode (and others of similar ilk around the same ...
Rethinking risk
(2006-07-20)
A solution to the financial last mile problem
(2006-07-22)
Indian financial sector and the global financial crisis
(2009-07-15)
Though the Indian financial sector had very
limited exposure to the toxic assets at the
heart of the global financial crisis, it suffered
a severe liquidity crisis after the Lehman
bankruptcy. This liquidity crisis ...
The Satyam story: many questions and a few answers
(Vikalpa: The Journal for Decision Makers, 2009-11-11)
The unfolding of the shocking Satyam fraud has brought to the fore the wide ranging implications to a multiplicity of stakeholders in the company. The need to dialogue, share, discuss, and reflect is very important at this ...
Corporation and Its shareholders: what should b-schools teach? (Colloquium)
(2006-11-01)
A corporation, in theory, is owned by its shareholders. That is to say, the
shareholders contribute some of their money — often a paltry amount —
to the equity capital of the corporation. They are presumed to bear a ...