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WORKING PAPERS
| WP/014 | Modelling Issues in Efficient Term Structure Estimation: A Study of the Indian Government Securities Market | Golaka C Nath, Vardhana Pawaskar, Sahana Rajaram, Manoel Pacheco & Ritesh Bagade | 06-Jan-2021 |
| WP/013 | Revisiting The Theory Of Interest Rate Determinants In India | Golaka C Nath, Vardhana Pawaskar, Debajyoti Das, Ritesh Bagade & Pravin Shinde | 05-Jan-2021 |
| WP/012 | SOFR Index-A Plausible Tool For Computing the Modified MIFOR Curve in India | Golaka C Nath & Manoel Pacheco | 19-Nov-2020 |
| WP/011 | Impact of LIBOR Transition on MIFOR Benchmark (Version 2) | Golaka C Nath & Manoel Pacheco | 22-Sep-2020 |
| WP/011 | Impact of LIBOR Transition on MIFOR Benchmark (Version 1) | Golaka C Nath & Manoel Pacheco | 31-Aug-2020 |
| WP/010 | Microstructure Of Sub-Sovereign Bond Spreads The Case Of Federal State Bonds In India | Golaka C Nath, Vardhana Pawaskar & Priyanka Shiraly | 25-Nov-2019 |
| WP/009 | Testing the Expectations Hypothesis and Explaining The Determinents of Term Premia | Golaka C Nath, Manoj Dalvi, Vardhana Pawaskar & Manoel Pacheco | 01-Nov-2019 |
| WP/008 | An Empirical Analysis of Efficiency in the Indian Gold Futures Market | Golaka C Nath, Manoj Dalvi, Vardhana Pawaskar, Sahana Rajaram & Manoel Pacheco | 01-Oct-2018 |
| WP/007 | Repo Market And MROR As Collateralized Benchmark Rate | Golaka C Nath | 01-Aug-2018 |
| WP/006 | MIBOR-OIS Curve A Concept Note On Methodology | Golaka C Nath | 02-Jul-2018 |
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