Contingent convertible bonds for sovereign debt risk management
Year of publication: |
2018
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Authors: | Consiglio, Andrea ; Zenios, Stauros Andrea |
Published in: |
Journal of globalization and development. - Berlin : De Gruyter, ISSN 1948-1837, ZDB-ID 2535320-2. - Vol. 9.2018, 1, p. 1-24
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Subject: | conditional Value-at-Risk | contingent contracts | debt crisis | debt restructuring | GDP-indexed bonds | portfolio optimization | puttable bonds | scenario analysis | sovereign debt | Öffentliche Schulden | Public debt | Wandelanleihe | Convertible bond | Portfolio-Management | Portfolio selection | Internationale Staatsschulden | International sovereign debt | Schuldenmanagement | Debt management | Öffentliche Anleihe | Public bond | Anleihe | Bond | Risikomaß | Risk measure | Risikomanagement | Risk management | Umschuldung | Debt restructuring | Theorie | Theory |
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