On the design of bail-in-able bonds from the perspective of non-financial firms
Year of publication: |
2024
|
---|---|
Authors: | Liu, Liang-Chih ; Dai, Tian-Shyr ; Zhou, Lei |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 1136-1155
|
Subject: | Asset substitution problem | Bail-in-able bond | Contingent capital | Structural credit risk model | Theorie | Theory | Kreditrisiko | Credit risk | Kapitalstruktur | Capital structure | Anleihe | Bond | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve |
-
Leverage expectations and bond credit spreads
Flannery, Mark J., (2012)
-
Structural recovery of face value at default
Guha, Rajiv, (2020)
-
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
- More ...
-
Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, Liang-Chih, (2022)
-
Liu, Liang-Chih, (2022)
-
Dai, Tian-Shyr, (2015)
- More ...