English, Article, Journal or magazine article edition: Growth-Indexed Bonds in Emerging Markets: a Quantitative Approach Andre Faria

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Bookmark: http://trove.nla.gov.au/version/30527
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Growth-Indexed Bonds in Emerging Markets: a Quantitative Approach
Author
  • Andre Faria
Physical Description
  • preprint
Notes
  • In the aftermath of sovereign defaults and financial crises in the 1990s, there have been calls for the widespread use by sovereigns of equity-like financial instruments, in particular, of GDP-indexed bonds. This paper calibrates a general equilibrium model with endogenous default to a typical emerging market economy and evaluates whether the existence of a (partially) GDP-indexed bond, as proposed in the literature, is quantitatively important in what concerns spreads, debt to GDP ratios, and the likelihood of default
  • RePEc:red:sed006:847
Language
  • English
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