Quantitative implications of indexed bonds in small open economies

DOI10.1016/J.JEDC.2008.09.006zbMath1170.91339OpenAlexW2127576667MaRDI QIDQ2271678

Ceyhun Bora Durdu

Publication date: 7 August 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.09.006

zbMATH Keywords

financial frictionssudden stopsdegree of indexationindexed bonds

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60)

Related Items (2)

Improving sovereign debt restructurings ⋮ Quantitative implications of indexed bonds in small open economies

Cites Work

• A method for solving general equilibrium models with incomplete markets and many financial assets
• The risk-free rate in heterogeneous-agent incomplete-insurance economies
• Stationary cardinal utility and optimal growth under uncertainty
• Which improves welfare more: A nominal or an indexed bond?
• Computing equilibria in infinite-horizon finance economies: The case of one asset
• Quantitative implications of indexed bonds in small open economies
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR
• International Business Cycles with Endogenous Incomplete Markets

This page was built for publication: Quantitative implications of indexed bonds in small open economies