GDP-linked Bonds and Sovereign Default
In: Life After Debt
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Abstract
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DOI: 10.1057/9781137411488_16
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Citations
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Cited by:
- Consiglio, Andrea & Zenios, Stavros A., 2018.
"Pricing and hedging GDP-linked bonds in incomplete markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 137-155.
- Consiglio, A. & Zenios, S. A., 2017. "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers 17-02, University of Pennsylvania, Wharton School, Weiss Center.
- Andrea Consiglio & Stavros A Zenios, 2018. "Pricing and hedging GDP-linked bonds in incomplete markets," Working Papers 29, European Stability Mechanism.
- Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024.
"Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
- Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021. "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers 844, Banque de France.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving sovereign debt restructurings,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Yurdagul, Emircan & Dvorkin, Maximiliano & Sanchez, Juan M. & ,, 2022. "Improving Sovereign Debt Restructurings," CEPR Discussion Papers 17223, C.E.P.R. Discussion Papers.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- United Nations Development Programme UNDP, 2015. "Can GDP-Linked Official Lending to Emerging Economies and Developing Countries Enhance Risk Management and Resilience?," Working Papers id:7147, eSocialSciences.
- Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021.
"No-Arbitrage pricing of GDP-Linked bonds,"
Journal of Banking & Finance, Elsevier, vol. 126(C).
- Eguren-Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2020. "No-arbitrage pricing of GDP-linked bonds," Bank of England working papers 849, Bank of England.
- Nicolas Carnot & Stéphanie Pamies Sumner, 2017. "GDP-linked Bonds: Some Simulations on EU Countries," European Economy - Discussion Papers 073, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Gianni Vaggi, 2018. "Development Finance in the age of Financial Mercantilism," DEM Working Papers Series 157, University of Pavia, Department of Economics and Management.
- Harris Ntantanis & Lawrence Pohlman, 2020. "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, vol. 21(7), pages 636-646, December.
- Sayantan Ghosal & Marcus Miller & Kannika Thampanishvong, 2019.
"Waiting for a haircut? A bargaining perspective on sovereign debt restructuring,"
Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 405-420.
- Miller, Marcus & Ghosal, Sayantan & Thampanishvong, Kannika, 2016. "Waiting for a haircut? A bargaining perspective on sovereign debt restructuring," CEPR Discussion Papers 11710, C.E.P.R. Discussion Papers.
- Marco Meyer, 2021. "Dealing fairly with trade imbalances in monetary unions," Politics, Philosophy & Economics, , vol. 20(1), pages 45-66, February.
- Antoine Levy & Mr. Luca A Ricci & Alejandro M. Werner, 2020.
"The Sources of Fiscal Fluctuations,"
IMF Working Papers
2020/220, International Monetary Fund.
- Levy, Antoine & Ricci, Luca Antonio & Werner, Alejandro, 2020. "The Sources of Fiscal Fluctuations," CEPR Discussion Papers 15450, C.E.P.R. Discussion Papers.
- Yongo Kwon, 2019. "Nominal GDP growth indexed bonds: Business Cycle and Welfare Effects within the Framework of New Keynesian DSGE model," National Institute of Economic and Social Research (NIESR) Discussion Papers 504, National Institute of Economic and Social Research.
- Kalamov, Zarko Y. & Zimmermann, Karl J., 2023. "GDP-linked bonds and economic growth," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Jean-Marc Fournier & Jakob Lehr, 2018. "Issuing GDP-linked bonds: Supply and demand can match," OECD Economics Department Working Papers 1500, OECD Publishing.
- Gianni Vaggi, 2015. "Development and the post-2015 challenges: making the Sustainable Development Goals work," DEM Working Papers Series 107, University of Pavia, Department of Economics and Management.
- Olivier J. Blanchard & Paolo Mauro & Julien Acalin, 2016. "The Case for Growth-Indexed Bonds in Advanced Economies Today," Policy Briefs PB16-2, Peterson Institute for International Economics.
More about this item
Keywords
Interest Rate; Total Factor Productivity; Relative Risk Aversion; Credit Spread; Sovereign Debt;All these keywords.
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