Scinovex
article Open Access

Treasury yield in India: A theoretical framework

Rahul Rangotra

Abstract

The objective of this study is to identify and integrate relevant literature on the treasury yield also called government securities (G-Secs) yield to underpin the relevant research framework in India. Specifically, this paper scrutinizes the relevant literature on factors affecting government securities yield in the Indian G-Secs market. The integrated efforts to synthesize varied literature on the G-Secs market, G-Secs yield, factors influencing G-Secs yield, and yield curve (YC) will help the researchers in the G-Secs market to understand the research framework.

Banking stability, regulation, efficiencyMonetary Policy and Economic ImpactFiscal Policies and Political EconomyTreasuryYield (engineering)Government (linguistics)Security marketYield curveBusinessEconomicsFinanceGeographyInterest rate
Citations
1
FWCI
0.21
field-weighted impact
References
67
Percentile
59%
vs. same field & year
References
Measuring the Natural Rate of Interest
The Review of Economics and Statistics · 2003 · 1,045 citations
A Theory of the Term Structure of Interest Rates
Econometrica · 1985 · 8,513 citations
The macroeconomy and the yield curve: a dynamic latent factor approach
Journal of Econometrics · 2005 · 977 citations
Citation Network

How this paper connects to the literature. Drag to explore, click any node to open that paper.

Treasury yield in India: A theoretical framework · Scinovex