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Journal of Post Keynesian Economics Volume 38, 2015 - Issue 4
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Original Articles

A Keynesian explanation of Indian government bond yields

Tanweer AkramView further author information
&
Anupam DasView further author information
Pages 565-587 | Published online: 21 May 2016

Citations (19)

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Read on this site (8)

Lithin B M, Suman Chakraborty, Vishwanathan Iyer, Nikhil M N & Sanket Ledwani. (2023) Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Cogent Economics & Finance 11:1.
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Tanweer Akram. (2023) Multifactor Keynesian models of the long-term interest rate. Applied Economics Letters 30:9, pages 1222-1227.
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Shaofu Zhou & Xueke Meng. (2023) Are government bonds still safe havens in the context of COVID-19?. Applied Economics Letters 30:1, pages 14-18.
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Tanweer Akram & Syed Al-Helal Uddin. (2022) The empirics of long-term Mexican government bond yields. Macroeconomics and Finance in Emerging Market Economies 0:0, pages 1-23.
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Tanweer Akram. (2022) A simple model of the long-term interest rate. Journal of Post Keynesian Economics 45:1, pages 130-144.
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Hongkil Kim. (2021) Sovereign currency and long-term interest rates. International Review of Applied Economics 35:3-4, pages 577-596.
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Tanweer Akram & Huiqing Li. (2020) An inquiry concerning long-term U.S. interest rates using monthly data. Applied Economics 52:24, pages 2594-2621.
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Hongkil Kim & Eric Tymoigne. Sovereign currency and long-term interest rates in advanced economies from 1879 to 2016. International Review of Applied Economics 0:0, pages 1-24.
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Articles from other publishers (11)

Tanweer Akram & Khawaja Mamun. (2024) The Macrodynamics of Indian Rupee Swap Yields. International Journal of Empirical Economics 03:01.
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Tanweer Akram & Syed Al-Helal Uddin. (2021) An empirical analysis of long-term Brazilian interest rates. PLOS ONE 16:9, pages e0257313.
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TANWEER AKRAM & ANUPAM DAS. (2020) AUSTRALIAN GOVERNMENT BONDS’ NOMINAL YIELDS: A KEYNESIAN PERSPECTIVE. Annals of Financial Economics 15:01, pages 2050003.
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Tanweer AkramAnupam Das. (2019) The Long-Run Determinants of Indian Government Bond Yields. Asian Development Review 36:1, pages 168-205.
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TANWEER AKRAM & ANUPAM DAS. (2017) THE DYNAMICS OF GOVERNMENT BOND YIELDS IN THE EURO ZONE. Annals of Financial Economics 12:03, pages 1750011.
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Tanweer Akram & Huiqing Li. (2017) What keeps long-term U.S. interest rates so low?. Economic Modelling 60, pages 380-390.
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Tanweer Akram. (2021) A Keynesian Approach to Modeling the Long-Term Interest Rate. SSRN Electronic Journal.
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Tanweer Akram & Huiqing Li. (2018) The Dynamics of Japanese Government Bondss Nominal Yields. SSRN Electronic Journal.
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Tanweer Akram & Huiqing Li. (2017) An Inquiry Concerning Long-Term US Interest Rates Using Monthly Data. SSRN Electronic Journal.
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Tanweer Akram. (2017) The Dynamics of Government Bond Yields in the Eurozone. SSRN Electronic Journal.
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Tanweer Akram. (2017) The Long-Run Determinants of Indian Government Bond Yields. SSRN Electronic Journal.
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