Although measuring monetary policy is a contentious issue in the literature, much less
evidence on this issue is available for emerging economies. This paper aims to investigate …

Purpose: In terms of stimulating the economy, banks play an essential role. These banks
directly or indirectly influence the economic growth (GDP) of a country. This study analyses …

We create new measures of monetary policy shocks for India using high-frequency
derivatives data and study their transmission. These shocks capture two distinct dimensions …

The term structure of interest rate per-se is not impeccable for explaining the behavior of the
future economic conditions and hence incorporating macro factors in the term structure …

We inquire into the nexus between monetary policy announcements and stock returns in
emerging market economies. Drawing the sample from one of the important emerging …

This paper investigates the relationship between the volatility of government bond yields
and liquidity using daily data. We introduce a novel measure of liquidity called Repo Spread …

This study analyses the dynamic relationship between yield curve behaviour and the
macroeconomy in India, with a focus on both monetary and fiscal policy impacts. Using the …

This paper examines the long-and short-run spillover effects of US quantitative easing (QE)
on the benchmark 10-year Indian government bond (IGB) yield by Autoregressive …

This paper investigates the impact of central bank's liquidity operations on the financial
constraints of the bank-dependent firms. We use the Reserve Bank of India's liquidity …

Many research studies related to the impact of monetary policy and macroeconomic
variables have already been conducted, but studies on combining this with global factors …