Warrant price responses to credit spread changes : fact or fiction?
Andrea Schertler, Saskia Stoerch
| Year of publication: |
July 2018
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|---|---|
| Authors: | Schertler, Andrea ; Stoerch, Saskia |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 36.2018, 3, p. 206-219
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| Subject: | Credit spreads | Overshooting | Price changes | Sluggish adjustment | Warrants | Zinsstruktur | Yield curve | Optionsanleihe | Warrant bond | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Derivat | Derivative | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2017.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011948588