The Valuation of Inflation-Indexed and FX Convertible Bonds
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- Yoram Landskroner & Alon Raviv, 2008. "The valuation of inflation‐indexed and FX convertible bonds," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(7), pages 634-655, July.
References listed on IDEAS
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- Kanas, Angelos, 2014. "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 82-99.
- Jonathan A. Batten & Karren Lee-Hwei Khaw & Martin R. Young, 2014. "Convertible Bond Pricing Models," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 775-803, December.
- Bakke, Ida & Fleten, Stein-Erik & Hagfors, Lars Ivar & Hagspiel, Verena & Norheim, Beate, 2016. "Investment in mutually exclusive transmission projects under policy uncertainty," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 54-69.
More about this item
KeywordsConvertible Bonds; Credit Spread; Pricing; Inflation; Foreign- Exchange;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-01-25 (All new papers)
- NEP-CFN-2004-01-25 (Corporate Finance)
- NEP-IFN-2004-01-25 (International Finance)
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