Kautilya

Browsing by Author "Jayadev, M"

Browsing by Author "Jayadev, M"

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  • The annoncement impact of bank rate on commercial paper rate 
    Jayadev, M; Sunil Kumar (2012-05-21)
    Central bank actions are designed to influence asset prices and yields, which in turn affect economic decisions. Following the reforms in the Indian financial sector, the Bank rate has emerged as an important indicator ...
  • The Interest rate term structure in the Indian money market 
    Mayank, Shivam; Jayadev, M (2012-06-07)
    Using five benchmark rates from the Indian Money Market, this paper tests the Expectation Hypothesis (EH) with constant term premium. The data analysis draws on Johansen’s test for multivariate cointegration and the ...