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How to Evaluate GDP-Linked Warrants: Price and Repayment Capacity

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Author Info
Ken Miyajima
Abstract

Following a brief review of the recent history of GDP-linked instruments, this paper proposes a set of tools to examine the quantitative properties of GDP-linked warrants. It argues that trigger conditions should be clearly identifiable and payment amounts easily calculable. Based on a design that includes these features and historical data for the main EMBI countries, the paper provides an assessment of the issuer's capacity to service GDP-linked warrants, comparing payments with tax revenues stemming from contemporaneous growth. The price of the GDP-linked warrants are then estimated from the point of view of both domestic and foreign investors.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 06/85.

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Length: 37 pages
Date of creation: 11 Apr 2006
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Handle: RePEc:imf:imfwpa:06/85

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Keywords: GDP-linked bonds ; Monte Carlo methods ; binomial model ;

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  1. Stefano G. Athanasoulis & Robert J. Shiller, 2001. "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," American Economic Review, American Economic Association, vol. 91(4), pages 1031-1054, September. [Downloadable!] (restricted)
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  2. Marcos Chamon & Eduardo Borensztein & Olivier Jeanne & Paolo Mauro & Jeromin Zettelmeyer, 2005. "Sovereign Debt Structure for Crisis Prevention," IMF Occasional Papers 237, International Monetary Fund.
  3. Marcos Chamon & Paolo Mauro, 2005. "Pricing Growth-Indexed Bonds," IMF Working Papers 05/216, International Monetary Fund. [Downloadable!]
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  4. Eduardo Borensztein & Paolo Mauro, 2002. "Reviving the Case for GDP-Indexed Bonds," IMF Policy Discussion Papers 02/10, International Monetary Fund.
  5. Athanasoulis, Stefano G. & van Wincoop, Eric, 2000. "Growth uncertainty and risksharing," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 477-505, June. [Downloadable!] (restricted)
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