Research

Publications

Dealer Networks, Client Sophistication and Pricing in OTC Derivatives. (with Abhishek Kumar). Accepted. Journal of International Money and Finance. October 2023

Unconventional Monetary Policy Measures and Money Markets: Estimating the impact of Targeted Repo Operations on Asset Prices. Finance Research Letters. July 2023

The Role of Socioeconomic Status in Shaping Macroeconomic Beliefs of Indian Households. (with Sargam Gupta), Economic and Political Weekly (2022),  Vol. 57, Issue no. 29

Bhadury, S., Kamate, V. and Nath, S. (2021), "Impact of COVID-19 Pandemic Risk and Lockdown on the Indian Economy*", Barnett, W.A. and Sergi, B.S. (Ed.) Environmental, Social, and Governance Perspectives on Economic Development in Asia (International Symposia in Economic Theory and Econometrics, Vol. 29B), Emerald Publishing Limited, Bingley, pp. 169-188. https://doi.org/10.1108/S1571-03862021000029B032

Working Papers

Debt Dilution and Bondholder Losses in US Municipal Bond Market.

When Less is Not Always More: Issue Frequency and Borrowing Costs in Commercial Paper Market (with Abhishek Ranjan)

Pricing of Interdealer OTC Derivatives Market in a Limit Order Market (with Abhishek Kumar)

Selected Policy Publications

Application of Growth-at-Risk (GaR) Framework for Indian GDP. (with Saurabh Ghosh and Ria Sonpatki), RBI Bulletin, March 2023

Fed Taper and Indian Financial Markets: This Time is Different. (with Saurabh Ghosh), RBI Bulletin, July 2022

Monetary Policy and Financial Markets: Twist and Tango. (with Satadru Das and Saurabh Ghosh), RBI Bulletin, August 2020