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Now showing items 11-20 of 20
A Re-look at the long-run stability of the money multiplier in India
(2009-12-12)
To check the stability of the money multiplier, the aggregate relationship between a measure of money stock and reserve money is examined. Section II, after a brief literature review, methodology followed in the study is ...
Operationalising Taylor-rules for the Indian economy : issues and some results (1922Q3-2001Q4)
(2009-12-12)
This study is an attempt to formulate a monetary policy reaction function for India. In particular I model background and forward looking Taylor and McCallum rules for the period post BoP crists. It is found that ...
Open access temptations: Buyer beware
(Indian Institute of Management Ahmedabad, 2016-04-05)
Backlash against "megapublishers” which began in mathematics a decade ago has led to an exponential growth in open access journals. Their increasing numbers and popularity notwithstanding, there is evidence that not all ...
Are investors ethics agnostic?
(Indian Institute of Management Ahmedabad, 2015)
In this paper we ask if the perception investors have regarding ethical nature of the management per se influences their action. In order to check for rent seeking behaviour that could arise when there is negative perception ...
Attitudes towards risk of forest dependent communities evidence from Andhra Pradesh
(Indian Institute of Management Ahmedabad, 2013)
This study is an attempt to generate empirical evidence on attitude towards risk of forest dependent communities (FDCs). The FDCs covered in the study include two different geographical regions from the Indian state of ...
"Impatience" of forest dependent communities evidence from Andhra Pradesh
(Indian Institute of Management Ahmedabad, 2013)
This study is an attempt to generate empirical evidence on the time discount rate or “impatience” of forest dependent communities (FDCs). The FDCs covered in the study include two different geographical regions from the ...
Numeracy and financial literacy of forest dependent communities evidence from Andhra Pradesh
(2013-11-26)
This study is an attempt to measure the numeracy and financial literacy of forest
dependent communities (FDCs) in India using data from the two economically different
forest communities in the state of Andhra Pradesh. ...
Model risk in pricing path-dependent derivatives: an illustration
(Indian Institute of Management, Ahmedabad, 2014)
Model selection and model uncertainty go hand-in-hand. However, while there is uncertainty associated with the selection of any model, the context is paramount. This study is an illustration of issues surrounding model ...
Shiny alternative for finance in the classroom
(Indian Institute of Management Ahmedabad, 2017-03-31)
Despite the popularity of open-source languages like R and Python in modern empirical research and the data-science industry, spreadsheet programs like Microsoft Excel remain the data analysis software of choice in much ...
Derivatives pricing using QuantLib: an introduction
(Indian Institute of Management Ahmedabad, 2015)
Given the complexity of over-the-counter derivatives and structured products, al- most all of derivatives pricing today is based on numerical methods. While large fi- nancial institutions typically have their own team of ...