Issuers' credit risk and pricing of warrants in the recent financial crisis
Andrea Schertler and Saskia Stoerch (Leuphana University, Lüneburg, Germany)
| Year of publication: |
2015
|
|---|---|
| Authors: | Schertler, Andrea ; Stoerch, Saskia |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 4, p. 444-462
|
| Subject: | Crisis | Credit spread curve | Fama–MacBeth estimations | Warrants | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Zinsstruktur | Yield curve | Optionsanleihe | Warrant bond | Derivat | Derivative | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-12-2014-0174 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011418215