Pricing growth-indexed bonds

Journal of Banking and Finance

Volumn 30, Issue 12, 2006, Pages 3349-3366

  Chamon, Marcos ^a   Mauro, Paolo ^a  

^a INTERNATIONAL MONETARY FUND   (United States)

Author keywords

Emerging markets; GDP indexed bonds; Monte Carlo simulation

Indexed keywords

EID: 33751059556     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.06.007     Document Type: Article

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