The Pricing of Commodity-Linked Bonds

Authors

  • EDUARDO S. SCHWARTZ

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    • Faculty of Commerce and Business Administration, The University of British Columbia. The author gratefully acknowledges the extensive programming and research assistance provided by Bruce Dietrich-Campbell, and thanks Don Lessard for his introduction to this topic, and Michael Brennan for helpful comments. This study was supported by an International Business Research Grant from Industry, Trade and Commerce, Canada.

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