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

DOWNLOADS
Rank 6,086

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Top 6,086

in Total Papers Downloads

8,828

SSRN CITATIONS

2

CROSSREF CITATIONS

5

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 3,484 (3,776)
Citation 4

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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 1,010 (27,312)

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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 863 (34,076)
Citation 1

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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 737 (42,315)
Citation 4

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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 512 (67,608)

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Collateral borrowing and lending, financial innovation, market liquidity

6.

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 377 (97,283)

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

7.

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 366 (100,611)

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

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 317 (117,971)
Citation 2

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

9.

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 306 (122,547)

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

10.

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 304 (123,387)

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

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 182 (203,026)
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 113 (296,285)
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 99 (324,187)

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 67 (408,089)

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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 47 (481,197)

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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 44 (494,158)

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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

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