GDP-linked bonds as a new asset class

Papavassiliou, Ellie; Topaloglou, Nikolas; Zenios, Stavros A.

doi:10.1080/14697688.2024.2386323

GDP-linked bonds as a new asset class

Papavassiliou, Ellie; Topaloglou, Nikolas; Zenios, Stavros A.

Authors

Ellie Papavassiliou

Nikolas Topaloglou

Professor Stavros Zenios stavros.zenios@durham.ac.uk
Professor

Citation

Papavassiliou, E., Topaloglou, N., & Zenios, S. A. (2024). GDP-linked bonds as a new asset class. Quantitative Finance, 24(8), 1177-1195. https://doi.org/10.1080/14697688.2024.2386323

Journal Article Type	Article
Acceptance Date	Jun 6, 2024
Online Publication Date	Aug 30, 2024
Publication Date	2024-08
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
Volume	24
Issue	8
Pages	1177-1195
DOI	https://doi.org/10.1080/14697688.2024.2386323
Public URL	https://durham-repository.worktribe.com/output/2785604

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This accepted manuscript is licensed under the Creative Commons Attribution 4.0 licence. https://creativecommons.org/licenses/by/4.0/

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