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Corporate Bond Yield Approximation Using Piece Wise cubic Spine And Residuals Estimation With Liquidity Factors
(Indian Institute of Management, Ahmedabad, 2015)
Corporate bond yields are not easy to approximate on account of their limited trading frequency and irregularity in issuance. The corporate bond market in India demonstrates poor investor participation. The purpose of this ...
Exploring the impact of Integration in Corporate Bond Markets using Multiple Regression with Error Correction
(Indian Institute of Management, Ahmedabad, 2015)
This paper relates to study of bond market integration by using yield based measures of
integration. It also provides insight into the impact of variation in yield which caused by
developments in related markets and ...