Pricing and hedging GDP-linked bonds in incomplete markets-Reference-Cited by-同舟云学术

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Pricing and hedging GDP-linked bonds in incomplete markets

Published:2018-03 Issue: Volume:88 Page:137-155
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Consiglio Andrea^ORCID,Zenios Stavros A.^ORCID

Funder

European Union Horizon 2020 research

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference35 articles.

1. Parimutuel Applications In Finance. New Markets for New Risks;Baron,2007

2. Barr, D., Bush, O., Pienkowski, A., 2014. GDP−Linked Bonds and Sovereign Default. Working Paper 484. Bank of England.

3. Optimal management of indexed and nominal debt;Barro;Ann. Econ. Finance,2003

4. Sovereign GDP-linked bonds;Benford,2016

5. The case for growth-indexed bonds in advanced economies today;Blanchard,2016

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2. The new bond on the block — Designing a carbon-linked bond for sustainable investment projects;The Quarterly Review of Economics and Finance;2024-06

3. Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective;Journal of Banking & Finance;2024-05

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5. GDP-linked bonds and economic growth;Journal of International Money and Finance;2023-10

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