GDP-indexed_bonds

The repository contains codes for the paper "Optimal indexation of GDP-linked debt" (Hatcher and Lyu, 2024). The paper is available at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5064554.

Name		Name	Last commit message	Last commit date
Latest commit History 19 Commits
Discretization_short.m		Discretization_short.m
GDP_Indexed_2024_Baseline.mod		GDP_Indexed_2024_Baseline.mod
GDP_Indexed_2024_Baseline_loop.mod		GDP_Indexed_2024_Baseline_loop.mod
GDP_Indexed_2024_Baseline_loop_Juyi_SA.mod		GDP_Indexed_2024_Baseline_loop_Juyi_SA.mod
GDP_Indexed_2024_KL2.mod		GDP_Indexed_2024_KL2.mod
GDP_Indexed_2024_KL2_LOOP_SHOCKS.mod		GDP_Indexed_2024_KL2_LOOP_SHOCKS.mod
GDP_Indexed_2024_KL2_lump_sum.mod		GDP_Indexed_2024_KL2_lump_sum.mod
GDP_Indexed_2024_KL2_lump_sum_loop.mod		GDP_Indexed_2024_KL2_lump_sum_loop.mod
GDP_Indexed_2024_KL2_lump_sum_loop_SA.mod		GDP_Indexed_2024_KL2_lump_sum_loop_SA.mod
GDP_Indexed_2024_KL2_lump_sum_loop_b_rule.mod		GDP_Indexed_2024_KL2_lump_sum_loop_b_rule.mod
GDP_Indexed_2024_KL2_lump_sum_loop_g_rule.mod		GDP_Indexed_2024_KL2_lump_sum_loop_g_rule.mod
GDP_Indexed_2024_nonlinear_LOOP_INNER.m		GDP_Indexed_2024_nonlinear_LOOP_INNER.m
GDP_Indexed_2024_nonlinear_LOOP_OUTER.m		GDP_Indexed_2024_nonlinear_LOOP_OUTER.m
GDP_Indexed_2024_nonlinear_LOOP_scatter.m		GDP_Indexed_2024_nonlinear_LOOP_scatter.m
GDP_Indexed_2024_nonlinear_SIM.m		GDP_Indexed_2024_nonlinear_SIM.m
GDP_Indexed_Baseline_Plotter.m		GDP_Indexed_Baseline_Plotter.m
GDP_Indexed_KL2_Plotter.m		GDP_Indexed_KL2_Plotter.m
GDP_indexed_steady_state.m		GDP_indexed_steady_state.m
Loop_record.m		Loop_record.m
Loop_record_KL2.m		Loop_record_KL2.m
README.md		README.md
Steady_state_KL2_insert.m		Steady_state_KL2_insert.m
Steady_state_LS2_insert.m		Steady_state_LS2_insert.m

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