Golaka C. Nath

Clearing Corporation of India

Senior Vice President

FP No. 822 Collegel Lane

Off S K Bole Road. Agar Bazar Dadar (W)

Mumbai, MAHARASTRA 400028

India

SCHOLARLY PAPERS

17

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8,288

CITATIONS
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SSRN RANKINGS

Top 40,528

in Total Papers Citations

8

Scholarly Papers (17)

1.

Relationship between Exchange Rate and Stock Prices in India - an Empirical Analysis

Number of pages: 11 Posted: 07 Dec 2003
Golaka C. Nath and G. P. Samanta
Clearing Corporation of India and Reserve Bank of India
Downloads 3,295 (3,040)
Citation 2

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Market Integration/Interlinkage, Granger's Causality and Causality Tests, Johansen Cointegration test, NIFTY, INDIA, Rupee-US Dollar Exchnage Rate

2.

Value at Risk: Concept and it's Implementation for Indian Banking System

Number of pages: 26 Posted: 01 Dec 2003
Golaka C. Nath and G. P. Samanta
Clearing Corporation of India and Reserve Bank of India
Downloads 994 (21,485)

Abstract:

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Market Risk, Value-at-Risk, VaR Models

3.

Value at Risk: Issues and Implementation in Forex Market in India

Number of pages: 26 Posted: 03 Dec 2003
Golaka C. Nath and Y. V. Reddy
Clearing Corporation of India and Goa University - Department of Commerce
Downloads 834 (27,713)

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Market Risk, Value-at-Risk, VaR Models

4.

Integration between Forex and Capital Markets in India: An Empirical Exploration

Number of pages: 11 Posted: 07 Dec 2003
Golaka C. Nath and G. P. Samanta
Clearing Corporation of India and Reserve Bank of India
Downloads 707 (34,726)
Citation 3

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Market Integration/Interlinkage, Granger's Causality and Causality Tests, Geweke Feedback Measures

5.

Cblo and its Impact on Other Money Market Segments

Number of pages: 15 Posted: 03 Jan 2006
Golaka C. Nath and R. Natarajan
Clearing Corporation of India and Independent Author
Downloads 482 (57,232)

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Collateral borrowing and lending, financial innovation, market liquidity

6.

Predicting Power of Yield Curve – A Study of Indian Sovereign Yield Spread

Number of pages: 24 Posted: 06 Jun 2012
Golaka C. Nath, Manoj Dalvi and Saurabh Singh
Clearing Corporation of India, Long Island University - Department of Finance and affiliation not provided to SSRN
Downloads 338 (87,287)

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Predicting power of Yield Curve, Indian Yield Curve, Inflation expectation, Recession, Industrial Production, IIP, Yield Spread, Probit Model, Logit Model

7.

Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market

Number of pages: 24 Posted: 04 Jun 2012 Last Revised: 09 Jul 2012
Golaka C. Nath
Clearing Corporation of India
Downloads 322 (92,099)

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Indian Sovereign Yield Curve, principal component, interest rates, bond, yield curve, macroeconomics, term structure of interest rates

8.

Indian Corporate Bonds Market – An Analytical Prospective

Number of pages: 35 Posted: 20 May 2012 Last Revised: 25 Jun 2012
Golaka C. Nath
Clearing Corporation of India
Downloads 298 (100,196)
Citation 2

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Corporate Bonds, Probability of Default, Corporate Bond Issuances, India, Corporate Bond Trading, F-TRAC, Credit Rating

9.

Indian Money Market Dynamics

Number of pages: 15 Posted: 20 May 2012 Last Revised: 24 May 2012
Golaka C. Nath
Clearing Corporation of India
Downloads 289 (103,626)

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Indian Money market, Interbank Call Market, Repo Market, CBLO, LAF, Liquidity adjustment Facility, Open Market Operations, NDTL

10.

Bond Price and Risk Dyamics

Number of pages: 50 Posted: 07 Jun 2012 Last Revised: 20 Jul 2012
Golaka C. Nath
Clearing Corporation of India
Downloads 266 (113,120)

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Bond price, Bond Yield, Yield to Maturity, Indian Bond Market, Market Conventions, Duration, Convexity

11.

Liquidity Issues in Indian Sovereign Bond Market

Number of pages: 48 Posted: 19 May 2013 Last Revised: 06 Jun 2013
Golaka C. Nath
Clearing Corporation of India
Downloads 158 (184,837)
Citation 1

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liquidity, liquidity premium, bond yield, Indian Sovereign Bonds, Impact Cost, Turnover Ratio, NDS-OM, Liquidity Adjustment Facility

12.

The Spot-Forward Exchange Rate Relation in Indian Foreign Exchange Market – An Analysis

Number of pages: 18 Posted: 09 Oct 2013
Golaka C. Nath
Clearing Corporation of India
Downloads 105 (253,313)
Citation 1

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forward exchange rate, India, CCIL, bias, puzzle, exchange rate premium, exchange rate

13.

Gold Oil Ratio and Its Implications

Number of pages: 16 Posted: 09 Feb 2013
Golaka C. Nath
Clearing Corporation of India
Downloads 73 (317,742)

Abstract:

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cointegration, Granger Causality, Gold prices, Oil Prices

14.

State Development Loans Index – Investibility Issues

Number of pages: 16 Posted: 10 Oct 2012 Last Revised: 22 Feb 2013
Golaka C. Nath
Clearing Corporation of India
Downloads 55 (367,339)

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state development loans, SDL, bond index, CCIL SDL index, illiquid market

15.

An Empirical Study of the Indian Treasury Securities Primary Auctions

Number of pages: 17 Posted: 25 Jun 2012
Golaka C. Nath
Clearing Corporation of India
Downloads 41 (415,049)

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primary auctions, secondary markets, treasury securities

16.

Constituent Deals in the Indian Government Securities Market

Number of pages: 12 Posted: 26 Mar 2013
Golaka C. Nath and Sahana Rajaram
Clearing Corporation of India and Independent
Downloads 31 (456,546)

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Government securities, Constituent Deals, NDS, NDSOM, Gilt Account Holders, India

17.

Repo Market – A Tool to Manage Liquidity in Financial Institutions

Posted: 20 Nov 2013
Golaka C. Nath
Clearing Corporation of India

Abstract:

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Repo, CBLO, Call, India, RBI, liquidity, financial crisis, central bank refinancing, spread, interbank market