https://github.com/mchatcher/gdp-indexed_bonds

Optimal indexation of GDP-linked debt
https://github.com/mchatcher/gdp-indexed_bonds

Last synced: about 1 year ago
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Optimal indexation of GDP-linked debt

• Host: GitHub
• URL: https://github.com/mchatcher/gdp-indexed_bonds
• Owner: MCHatcher
• Created: 2024-12-23T08:32:46.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2024-12-23T09:28:38.000Z (over 1 year ago)
• Last Synced: 2024-12-23T09:39:55.179Z (over 1 year ago)
• Language: AMPL
• Size: 14.6 KB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# GDP-indexed_bonds

The repository contains codes for the paper "Optimal indexation of GDP-linked debt" (Hatcher and Lyu, 2024). The paper is available at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5064554.