RateCuts

<p>This data set contains dates of announcements of key
  interest rate cuts by Reserve Bank of India (RBI). For each
  announcement date, each company is considered a different
  entity. For example, for two different rate cuts say, on April 17,
  2012 and January 29, 2013, ICICI Bank is considered a separate
  entity.</p>

datasets

A platform for conducting event studies (Fama, Fisher,
Jensen, Roll (1969) <doi:10.2307/2525569>) and for
methodological research on event studies. The package
supports market model, augmented market model, and excess
returns methods for data modelling along with Wilcox,
classical t-test, and Bootstrap as inference procedures.

Chirag Anand

eventstudies

Event Study Analysis

Vikram Bahure

Vimal Balasubramaniam

Shekhar Harikumar

Sargam Jain

Ajay Shah

RateCuts function

Dates of RBI key interest rate cuts — RateCuts

Dates of RBI key interest rate cuts

RateCuts: Dates of RBI key interest rate cuts

Description

Usage

Arguments