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GDP-linked bonds: design, effects, and way forward

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  • Diana Bonfim
  • David Pereira

Abstract

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  • Diana Bonfim & David Pereira, 2018. "GDP-linked bonds: design, effects, and way forward," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:e201802
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ree1802_e.pdf
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    References listed on IDEAS

    as
    1. David Barr & Oliver Bush & Alex Pienkowski, 2014. "GDP-linked Bonds and Sovereign Default," International Economic Association Series, in: Joseph E. Stiglitz & Daniel Heymann (ed.), Life After Debt, chapter 4, pages 246-275, Palgrave Macmillan.
    2. Cláudia Braz & João Amador & Lara Wemans & Maria Manuel Campos & Sharmin Sazedj, 2016. "Public debt sustainability:Methodologies and debates in European institutions," Working Papers o201601, Banco de Portugal, Economics and Research Department.
    3. Mr. Ken Miyajima, 2006. "How to Evaluate GDP-Linked Warrants: Price and Repayment Capacity," IMF Working Papers 2006/085, International Monetary Fund.
    4. Christoph Trebesch & Mr. Michael G. Papaioannou & Mr. Udaibir S Das, 2012. "Sovereign Debt Restructurings 1950-2010: Literature Survey, Data, and Stylized Facts," IMF Working Papers 2012/203, International Monetary Fund.
    5. Martin Brooke & Rhys R. Mendes & Alex Pienkowski & Eric Santor, 2013. "Sovereign Default and State-Contingent Debt," Discussion Papers 13-3, Bank of Canada.
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    Cited by:

    1. Yongo Kwon, 2019. "Nominal GDP growth indexed bonds: Business Cycle and Welfare Effects within the Framework of New Keynesian DSGE model," National Institute of Economic and Social Research (NIESR) Discussion Papers 504, National Institute of Economic and Social Research.

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