Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Indian government bonds sensitivity to macroeconomic and non-macroeconomic factors: A quantile regression approach Subject The topic of the resource Broad total return index; Government bonds; India; Liquid total return index; Macroeconomic factors; Non-macroeconomic factors; Quantile regression Description An account of the resource This paper introduces a new dataset of Clearing Corporation of India Limiteds broad total return index (BTRI) and liquid total return index (LTRI). The paper examines the impact of macroeconomic and non-macroeconomic factors on BTRI and LTRI during monthly periods from January 2010 to December 2018 using quantile regression methodology. This paper finds that the GDP has positive and significant impact on BTRI and LTRI for the upper quantiles. Further, CPI shows positive impact on both BTRI and LTRI. Moreover, both the indices are influenced by IR and there is an inverse relationship between them. ER also significantly affects both the indices. The EPUI has negative and significant impact on BTRI and LTRI for the intermediate and upper quantiles. No clear relationship is found between BTRI and Nifty, whereas Nifty has significant impact on LTRI. BTRI is not affected by VIX but LTRI is affected for the intermediate quantiles. Copyright 2021 Inderscience Enterprises Ltd. Creator An entity primarily responsible for making the resource Faniband M. Source A related resource from which the described resource is derived Afro-Asian Journal of Finance and Accounting, Vol-11, No. 5, pp. 772-786. Publisher An entity responsible for making the resource available Inderscience Publishers Date A point or period of time associated with an event in the lifecycle of the resource 2021-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1504/AAJFA.2021.119480" target="_blank" rel="noreferrer noopener">https://doi.org/10.1504/AAJFA.2021.119480</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85121151483&amp;doi=10.1504%2FAAJFA.2021.119480&amp;partnerID=40&amp;md5=b9c214c6dd2d18ee6d087cea171550a9" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85121151483&amp;doi=10.1504%2fAAJFA.2021.119480&amp;partnerID=40&amp;md5=b9c214c6dd2d18ee6d087cea171550a9</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 17516447 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Faniband M., Department of Commerce, CHRIST (Deemed to be University), Bengaluru, 560029, India