Ellie Papavassiliou

Athens University of Economics and Business - Department of International and European Economic Studies

PhD Candidate

28is Oktovriou 76

GR-10434 Athens

Greece

  • Athens University of Economics and Business - Department of International and European Economic Studies

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GDP-Linked Bonds as a New Asset Class

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GDP-Linked Bonds as a New Asset Class

Number of pages: 40 Posted: 22 Jun 2020 Last Revised: 08 Nov 2022
Ellie Papavassiliou, Nikolas Topaloglou and Stavros A. Zenios
Athens University of Economics and Business - Department of International and European Economic Studies, Athens University of Economics and Business and University of Cyprus
Downloads 75 (506,137)

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Stochastic Spanning, Contingent Debt, Risk Premium, Diversification

GDP-Linked Bonds as a New Asset Class

Number of pages: 48 Posted: 29 Nov 2021
Nikolas Topaloglou, Ellie Papavassiliou and Stavros A. Zenios
Athens University of Economics and Business, Athens University of Economics and Business - Department of International and European Economic Studies and University of Cyprus
Downloads 25 (796,524)

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stochastic spanning, contingent debt, risk premium, diversification