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Valuation of Debt Indexed to Real Values I. The case of the Argentinean Growth Coupon: a Simple Mode

Sergio Pernice and Federico Lopez Fagundez ()

No 307, CEMA Working Papers: Serie Documentos de Trabajo. from Universidad del CEMA

Abstract: This paper is the first of a series of works whose aim is trying to provide a framework for the understanding and valuation of debt indexed to real (gener- ally non-tradable) variables. In particular, in the present paper we develop a methodology to analytically value the new GDP-linked Argentinean warrant.

Date: 2005-11
New Economics Papers: this item is included in nep-lam
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Persistent link: https://EconPapers.repec.org/RePEc:cem:doctra:307

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