Browsing Journal Articles by Author "Vaidyanathan, K."
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Term structure estimation in IIIiquid government bond markets : an empirical analysis for India
Dutta, Goutam; Basu, S.; Vaidyanathan, K. (2005-10-27)With increasing liquidity of the Indian sovereign debt market since 1997, it has become possible to estimate the term structure in India. However, the market is characterised by several frictions that cause individual ...