Sovereign GDP-linked bonds
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- GDP-linked Bonds: A Primer
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-01-16 19:45:07
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- repec:eee:dyncon:v:88:y:2018:i:c:p:137-155 is not listed on IDEAS
- Nicolas Carnot & Stéphanie Pamies Sumner, 2017. "GDP-linked Bonds: Some Simulations on EU Countries," European Economy - Discussion Papers 2015 - 073, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- 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.
- Christophe Destais, 2017. "Are State-Contingent Sovereign Bonds the Solution to Avoid Government Debt Crisis?," CEPII Policy Brief 2017-19, CEPII research center.
More about this item
KeywordsSovereign debt; sovereign default; fiscal policy; debt management; GDP-linked bonds;
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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