Contingent convertible bonds with the default risk premium
Year of publication: |
2018
|
---|---|
Authors: | Jang, Hyun Jin ; Na, Young Hoon ; Zheng, Harry |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 59.2018, p. 77-93
|
Subject: | Capital-ratio trigger | Contingent convertible bond | Conversion time | Equity-conversion CoCo | Post-conversion risk premium | Wandelanleihe | Convertible bond | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Theorie | Theory |
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