ISSN (Print) - 0012-9976 | ISSN (Online) - 2349-8846

Articles by Ajit DayanandanSubscribe to Ajit Dayanandan

Price Risk of Central Government Securities in India

The study examines the determinants of price risk of the central government securities in India using their daily trading data comprising of 81,384 observations during the period 2011 to 2020. The study finds that the high coupon bonds witness a moderate rise in prices compared to lower coupon...
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