Ellie Papavassiliou
GDP-linked bonds as a new asset class
Papavassiliou, Ellie; Topaloglou, Nikolas; Zenios, Stavros A.
Citation
Papavassiliou, E., Topaloglou, N., & Zenios, S. A. (online). GDP-linked bonds as a new asset class. Quantitative Finance, 1-19. https://doi.org/10.1080/14697688.2024.2386323
| Journal Article Type | Article |
|---|---|
| Acceptance Date | Jun 6, 2024 |
| Online Publication Date | Aug 30, 2024 |
| Deposit Date | Sep 4, 2024 |
| Publicly Available Date | Sep 4, 2024 |
| Journal | Quantitative Finance |
| Print ISSN | 1469-7688 |
| Electronic ISSN | 1469-7696 |
| Publisher | Taylor and Francis Group |
| Peer Reviewed | Peer Reviewed |
| Pages | 1-19 |
| DOI | https://doi.org/10.1080/14697688.2024.2386323 |
| Public URL | https://durham-repository.worktribe.com/output/2785604 |
Files
Accepted Journal Article
(1.5 Mb)
PDF
Licence
http://creativecommons.org/licenses/by/4.0/
Copyright Statement
This accepted manuscript is licensed under the Creative Commons Attribution 4.0 licence. https://creativecommons.org/licenses/by/4.0/
You might also like
The climate-sovereign debt doom loop: what does the literature suggest?
(2024)
Journal Article
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance
(2024)
Journal Article
Mispricing of debt expansion in the eurozone sovereign credit market
(2023)
Journal Article
Hedging political risk in international portfolios
(2024)
Journal Article
Robust Optimization
(2024)
Other
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search