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Search: subject:"Contingent capital"
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Credit risk
contingent capital
40
Contingent capital
38
Wandelanleihe
25
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24
Bankrisiko
20
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19
Bankenregulierung
19
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Chang, Chia-Lin
4
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4
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
10
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2
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1
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
2
Systemic banks, capital composition and CoCo bonds issuance : the effects on bank risk
Echevarría-Icaza, Víctor
;
Sosvilla-Rivero, Simón
-
2017
Persistent link: https://www.econbiz.de/10011716517
Saved in:
3
Optimal terms of
contingent
capital
, incentive effects, and capital structure dynamics
Himmelberg, Charles P.
;
Tsyplakov, Sergey
- In:
The journal of corporate finance : contracting, …
64
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012295820
Saved in:
4
Bank
contingent
capital
: valuation and the role of market discipline
Chang, Chia-Chien
;
Yu, Min-Teh
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10012024953
Saved in:
5
Callable
contingent
capital
: valuation and default risk
Tian, Weidong
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 112-130
Persistent link: https://www.econbiz.de/10011818797
Saved in:
6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
7
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin
;
McAleer, Michael
;
Allen, David
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
regime-switching approaches, quantitative evaluation of
contingent
capital
and its applications, high quantiles estimation …
Persistent link: https://www.econbiz.de/10010778692
Saved in:
8
CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
9
Contingent
capital
makes credit crunches less likely : but do banks want to have it?
Crummenerl, Marc
;
Heldt, Klaus
;
Koziol, Christian
- In:
Review of managerial science
8
(
2014
)
2
,
pp. 175-196
Persistent link: https://www.econbiz.de/10010253843
Saved in:
10
Valuation of insurers'
contingent
capital
with counterparty risk and price endogeneity
Lo, Chien-ling
;
Lee, Jin-ping
;
Yu, Min-Teh
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5025-5035
Persistent link: https://www.econbiz.de/10010342133
Saved in:
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