Pricing sovereign contingent convertible debt
Year of publication: |
July 22, 2016 ; This draft July 22, 2016
|
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Authors: | Consiglio, Andrea ; Tumminello, Michele ; Zenios, Stauros Andrea |
Publisher: |
[Philadelphia] : The Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania, PA |
Subject: | contingent bonds | sovereign debt | debt restructuring | state-contingent pricing | regime switching | credit default swaps | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Wandelanleihe | Convertible bond | Umschuldung | Debt restructuring | Internationale Staatsschulden | International sovereign debt | Schuldenmanagement | Debt management | Welt | World | Öffentliche Anleihe | Public bond | Theorie | Theory | Länderrisiko | Country risk |
Extent: | 1 Online-Ressource (circa 30 Seiten) Illustrationen |
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Series: | Working papers / Financial Institutions Center. - Philadelphia, Pa., ISSN 1936-9344, ZDB-ID 2189283-0. - Vol. 16, 05 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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