Details about Ajay Shah

Access statistics for papers by Ajay Shah.

Last updated 2009-11-06. Update your information in the RePEc Author Service.

Short-id: psh40

Working Papers

2008

1. Does the currency regime shape unhedged currency exposure
   Working Papers, National Institute of Public Finance and Policy
2. Early warnings of inflation in India
   Working Papers, National Institute of Public Finance and Policy
3. Managing Capital Flows: The Case of India
   Working Papers, esocialsciences.com
   Also in Working Papers, National Institute of Public Finance and Policy (2008)
4. New issues in Indian macro policy
   Working Papers, National Institute of Public Finance and Policy
   Also in Working Papers, esocialsciences.com (2008)

2005

5. A sustainable and scalable approach in Indian pension reform
   Working Papers, esocialsciences.com View citations
6. Improving governance using IT systems
   Working Papers, esocialsciences.com View citations
7. India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Defecit
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Chapter (2007)
8. Interest-rate risk in the Indian banking system
   Risk and Insurance, EconWPA View citations

2004

9. Interest Rate Volatility and Risk in Indian Banking
   IMF Working Papers, International Monetary Fund View citations

2000

10. The relevance of index funds for pension investment in equities
    Policy Research Working Paper Series, The World Bank View citations

1995

11. The Indian IPO Market: Empirical Facts
    Finance, EconWPA View citations
12. The Indian IPO Market: Suggestions for Institutional Arrangements
    Finance, EconWPA
13. The Tale of One Market Inefficiency: Abnormal Returns around GDR Issues by Indian Firms
    Finance, EconWPA
14. The impact of speculation upon volatility and market efficiency: The badla experience on the BSE
    Finance, EconWPA View citations

Journal Articles

2009

1. The difficulties of the Chinese and Indian exchange rate regimes
   European Journal of Comparative Economics, 2009, 6, (1), 157-173

2003

2. Selection of Value-at-Risk models
   Journal of Forecasting, 2003, 22, (4), 337-358 View citations

Chapters

2007

1. India’s Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit
   A chapter in Capital Controls and Capital Flows in Emerging Economies: Policies, Practices and Consequences, 2007, pp 609-644 View citations
   See also Working Paper (2005)