How to Evaluate GDP-Linked Warrants; Price and Repayment Capacity
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References listed on IDEAS
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- Sebastian Edwards, 2015. "Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?," NBER Working Papers 20964, National Bureau of Economic Research, Inc.
- Biswa Nath Bhattacharyay, 2012. "Modes of Asian financial integration: financing infrastructure," Chapters,in: Infrastructure for Asian Connectivity, chapter 10, pages 349-401 Edward Elgar Publishing.
- Stavros A. Zenios, 2013. "The Cyprus Debt: Perfect Crisis and a Way Forward," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 7(1), pages 3-45, June.
- Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2014. "Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 22, pages 185-216.
- Sebastian Edwards, 2015. "Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?," Open Economies Review, Springer, vol. 26(5), pages 839-867, November.
- Biswa Nath Bhattacharyay, 2010. "Financing AsiaÃ¢â‚¬â„¢s Infrastructure : Modes of Development and Integration of Asian Financial Markets," Finance Working Papers 21883, East Asian Bureau of Economic Research.
- Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2011. "Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk," MPRA Paper 46008, University Library of Munich, Germany, revised 2011.
More about this item
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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