Cinque Terre

Professor of Economics

Email: [email protected]
Phone: 0674-2377880

Teaching & Research Publications Achievement Conf/Training/Seminars Advisory Positions Admin Responsibilities Education

Journal Publications

Bhanu A, Nath G, Patnaik T (2024). Unlocking liquidity through shortened settlement cycle: Empirical evidence from India Economics Letters, Volume 239, June 2024, 111736

Golaka C. Nath, 2021, Testing the expectations hypothesis and explaining the determinants of term premia: evidence from the Indian money market, Routledge

Golaka C Nath, 2019, An empirical analysis of efficiency in the Indian gold futures market, Taylor & Francis

Working Paper

Golaka C Nath, 2018, Mumbai Inter-Bank Outright Rate (MIBOR) Benchmark Calculation and Methodology, RBI, FBILO, CAFRAL

Golaka C Nath, 2018, Designing An Unbiased Reference Rate, CCIL, RBI, FBIL, CAFRAL

Golaka C Nath, 2018, Methodology for Computation of Benchmark Forward Premia and MIFOR Curve, RBI, CCIL, CAFRAL, FBIL, Banks' Treasuries

Golaka C Nath, 2018, Estimation Of Benchmark Treasury Bills Curve, RBI, CAFRAL, FBIL, CCIL

Golaka C Nath, 2018, Estimation Of A Benchmark Certificate of Deposit (CD) Curve, FBIL, RBI, CCIL, Bank Treasuries

Golaka C Nath, 2018, MIBOR OIS Curve – A Concept Note on Methodology , FBIL, CCIL

Golaka C Nath, 2018, Repo Market And MROR As Collateralized Benchmark Rate, RBI, CCIL, FBIL

Golaka C Nath, 2018, An Empirical Analysis of Efficiency in the Indian Gold Futures Market, IIM Ahmedabad, RBI, CAFRAL, CCIL

Conference Publications

Unlocking Liquidity through Shortened Settlement Cycle: Empirical Evidence from India Bhanu A, Nath G, Patnaik, T (March 2024) WFEClear: The WFE’s Clearing & Derivatives Conference 2024, Madrid, Spain (March 2024)