L. Li, “Macroeconomic Factors and the Correlation of Stock and Bond Returns,” Working Paper, Yale University, Vol. 118, 2002, pp. 1-39.

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.