How to Evaluate GDP-Linked Warrants : Price and Repayment Capacity /

Following a brief review of the recent history of GDP-linked instruments, this paper proposes a set of tools to examine the quantitative properties of GDP-linked warrants. It argues that trigger conditions should be clearly identifiable and payment amounts easily calculable. Based on a design that i...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Miyajima, Ken
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2006.
سلاسل:IMF Working Papers; Working Paper ; No. 2006/085
الوصول للمادة أونلاين:Full text available on IMF