The default contagion of contingent convertible bonds in financial network
Ping Li, Yanhong Guo, Hui Meng
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Ping ; Guo, Yanhong ; Meng, Hui |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 60.2022, p. 1-21
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| Subject: | Contingent convertible bonds | Default contagion | Loss amplification | Network model | Wandelanleihe | Convertible bond | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Theorie | Theory | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Kreditderivat | Credit derivative | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449131