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Valuation of Debt Indexed to Real Values I. The case of the Argentinean Growth Coupon: a Simple Mode

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Author Info
Sergio Pernice
Federico López Fagundez

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Abstract

This paper is the first of a series of works whose aim is trying to provide a framework for the understanding and valuation of debt indexed to real (gener- ally non-tradable) variables. In particular, in the present paper we develop a methodology to analytically value the new GDP-linked Argentinean warrant.

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Paper provided by Universidad del CEMA in its series CEMA Working Papers: Serie Documentos de Trabajo. with number 307.

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Date of creation: Nov 2005
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Handle: RePEc:cem:doctra:307

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  1. Robert J. Barro, 1995. "Optimal Debt Management," NBER Working Papers 5327, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Maurice Obstfeld & Giovanni Peri, 1998. "Regional non-adjustment and fiscal policy," Economic Policy, CEPR, CES, MSH, vol. 13(26), pages 205-259, 04. [Downloadable!] (restricted)
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This page was last updated on 2009-7-2.

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