Pricing sovereign contingent convertible debt
Andrea Consiglio, Michele Tumminello and Stavros A. Zenios
| Year of publication: |
December 2018
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|---|---|
| Authors: | Consiglio, Andrea ; Tumminello, Michele ; Zenios, Stauros Andrea |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 8, p. 1-36
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| Subject: | Contingent bonds | sovereign debt | debt restructuring | regime switching | credit default swaps | Kreditderivat | Credit derivative | Wandelanleihe | Convertible bond | Umschuldung | Debt restructuring | Schuldenmanagement | Debt management | Internationale Staatsschulden | International sovereign debt | Öffentliche Schulden | Public debt | Öffentliche Anleihe | Public bond | Welt | World | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024918500498 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011970916