How to Evaluate GDP-Linked Warrants; Price and Repayment Capacity
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KeywordsEconomic models; Prices; International financial markets; Gross domestic product; Tax revenues; GDP-linked bonds; Monte Carlo methods; binomial model; inflation; growth rates; real gdp; inflation rates; gdp growth;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
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