G. P. Samanta

Reserve Bank of India

Director

359, Anna Salai

Teynampet

Chennai, Tamil Nadu 600018

India

SCHOLARLY PAPERS

3

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Top 11,376

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5,229

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (3)

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 3,483 (3,764)
Citation 4

Abstract:

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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 (27,261)

Abstract:

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Market Risk, Value-at-Risk, VaR Models

3.

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 736 (42,330)
Citation 4

Abstract:

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