M. Schroder, F. Heinemann, S. Kruse and M. Meitner, “GDP-Linked Bonds as a Financing Tool for Developing Countries and Emerging Markets,” ZEW Discussion Paper 04-64, Centre for European Economic Research, Mannheim, 2004.

has been cited by the following article:

• TITLE: How to Value GDP-Linked Collar Bonds? An Introductory Perspective

  AUTHORS: Christophe Schinckus

  KEYWORDS: GDP-Bonds; Economic Growth

  JOURNAL NAME: Theoretical Economics Letters, Vol.3 No.3, June 7, 2013

  ABSTRACT: This short paper proposed a pricing method for GDP-linked collar bonds based on the classical discounted pricing model and the assumption that the GDP can be described with a geometric Brownian motion. The estimation of parameters was not discussed because it is not central in our numerical exercise.