{"id":"https://openalex.org/W2010237434","doi":"https://doi.org/10.2139/ssrn.1153730","title":"Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants","display_name":"Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2010237434","doi":"https://doi.org/10.2139/ssrn.1153730","mag":"2010237434"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1153730","doi":"https://doi.org/10.2139/ssrn.1153730","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1153730","pdf_url":"https://www.elibrary.imf.org/downloadpdf/journals/001/2008/109/001.2008.issue-109-en.xml","source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.elibrary.imf.org/downloadpdf/journals/001/2008/109/001.2008.issue-109-en.xml","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5050417945","display_name":"Marcos Chamon","orcid":"https://orcid.org/0000-0001-9840-7615","observed_orcids":["https://orcid.org/0000-0001-9840-7615"]},"institutions":[{"id":"https://openalex.org/I1310145890","display_name":"International Monetary Fund","ror":"https://ror.org/05m4rmw09","country_code":"US","type":"other","lineage":["https://openalex.org/I1310145890"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Marcos Chamon","raw_affiliation_strings":["International Monetary Fund (IMF) - Research Department"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"International Monetary Fund (IMF) - Research Department","institution_ids":["https://openalex.org/I1310145890"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5040432852","display_name":"Alejo Costa","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Alejo Costa","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5091095917","display_name":"LUCA ANTONIO RICCI","orcid":"https://orcid.org/0000-0002-2161-8657","observed_orcids":["https://orcid.org/0000-0002-2161-8657"]},"institutions":[{"id":"https://openalex.org/I1310145890","display_name":"International Monetary Fund","ror":"https://ror.org/05m4rmw09","country_code":"US","type":"other","lineage":["https://openalex.org/I1310145890"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Luca Antonio Ricci","raw_affiliation_strings":["International Monetary Fund (IMF) - Research Department"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"International Monetary Fund (IMF) - Research Department","institution_ids":["https://openalex.org/I1310145890"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":24,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.49219998717308044,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.49219998717308044,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.21850000321865082,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14317","display_name":"Finance, Markets, and Regulation","score":0.09279999881982803,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/new-financial-instruments","display_name":"new financial products","score":0.890999972820282},{"id":"https://openalex.org/keywords/warrants","display_name":"warrants","score":0.367000013589859},{"id":"https://openalex.org/keywords/financial-innovation","display_name":"financial innovation","score":0.5289999842643738}],"concepts":[{"id":"https://openalex.org/C144929662","wikidata":"https://www.wikidata.org/wiki/Q750178","display_name":"Basis point","level":3,"score":0.7322735786437988},{"id":"https://openalex.org/C2778738651","wikidata":"https://www.wikidata.org/wiki/Q16546687","display_name":"Novelty","level":2,"score":0.7134000062942505},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5846917629241943},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5327593684196472},{"id":"https://openalex.org/C145097563","wikidata":"https://www.wikidata.org/wiki/Q1148747","display_name":"Payment","level":2,"score":0.5019552707672119},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.4854643940925598},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4292515516281128},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39335405826568604},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35724031925201416},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3224674463272095},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.31285446882247925},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1377439796924591},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09707573056221008},{"id":"https://openalex.org/C27206212","wikidata":"https://www.wikidata.org/wiki/Q34178","display_name":"Theology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.2139/ssrn.1153730","doi":"https://doi.org/10.2139/ssrn.1153730","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1153730","pdf_url":"https://www.elibrary.imf.org/downloadpdf/journals/001/2008/109/001.2008.issue-109-en.xml","source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"mag:2010237434","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/Delivery.cfm/wp08109.pdf?abstractid=1153730&mirid=5&type=2","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.1153730","doi":"https://doi.org/10.2139/ssrn.1153730","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1153730","pdf_url":"https://www.elibrary.imf.org/downloadpdf/journals/001/2008/109/001.2008.issue-109-en.xml","source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.5899999737739563,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2010237434.pdf","grobid_xml":"https://content.openalex.org/works/W2010237434.grobid-xml"},"referenced_works_count":12,"referenced_works":["https://openalex.org/W1556136392","https://openalex.org/W2023335605","https://openalex.org/W2049538622","https://openalex.org/W2096747174","https://openalex.org/W2111157760","https://openalex.org/W2127817768","https://openalex.org/W2134889213","https://openalex.org/W2149251891","https://openalex.org/W2889696103","https://openalex.org/W3123816967","https://openalex.org/W3124379154","https://openalex.org/W4237225089"],"related_works":["https://openalex.org/W4244604005","https://openalex.org/W206345470","https://openalex.org/W7097930139","https://openalex.org/W1992350548","https://openalex.org/W2089808205","https://openalex.org/W1658276048","https://openalex.org/W4253366550","https://openalex.org/W2068776756","https://openalex.org/W2910579139","https://openalex.org/W2571139124"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-26T11:51:55.731654","created_date":"2016-06-24T00:00:00"}