The Long-Run Determinants of Indian Government Bond Yields (Presentation Slides)

21 Pages Posted: 8 Aug 2019

See all articles by Tanweer Akram

Tanweer Akram

General Motors

Anupam Das

Mount Royal University - Department of Economics

Date Written: May 4, 2018

Abstract

Presentation of paper examining how Indian long-term government bond yields are affected by changes in short term bond yields and fiscal policy variables. The models estimated show that in India the short-term interest rate is the key driver of the long-term government bond yield over the long-run. The government debt ratio does not have any discernible adverse effect on IGBs’ yields over the long-run.

Keywords: government bond yields, interest rates, monetary policy, India

JEL Classification: E43, E50, E60, G10, O16

Suggested Citation

Akram, Tanweer and Das, Anupam, The Long-Run Determinants of Indian Government Bond Yields (Presentation Slides) (May 4, 2018). 3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018, Available at SSRN: https://ssrn.com/abstract=3434289 or http://dx.doi.org/10.2139/ssrn.3434289

Tanweer Akram

General Motors ( email )

300 Renaissance Center
Detroit, MI 48243

Anupam Das (Contact Author)

Mount Royal University - Department of Economics ( email )

4825 Mount Royal Gate SW
Calgary, T3E 6K6
Canada

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