与 GDP 挂钩的债券作为一种新的资产类别

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-08-30 DOI:10.1080/14697688.2024.2386323

Ellie Papavassiliou, Nikolas Topaloglou, Stavros A. Zenios

引用次数: 0

摘要

我们使用随机跨度测试，在不对回报率进行任何分布假设的情况下，证明浮动债券和挂钩债券这两类与 GDP 挂钩的债券没有被一组广泛的基准债券跨度所跨度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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GDP-linked bonds as a new asset class

Using stochastic spanning tests without any distributional assumptions on returns, we show that the two classes of GDP-linked bonds, floaters and linkers, are not spanned by a broad benchmark set o...

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.