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ECONIS (ZBW)
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CoCo issuance and bank fragility
Avdjiev, Stefan
;
Bogdanova, Bilyana
;
Bolton, Patrick
; …
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2017
Persistent link: https://www.econbiz.de/10011817175
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2
The determinants of coco bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, Christian
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2015
Persistent link: https://www.econbiz.de/10011441353
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3
The agency of CoCos : why contingent convertible bonds aren't for everyone
Goncharenko, Roman
;
Ongena, Steven
;
Rauf, Asad
-
2018
Persistent link: https://www.econbiz.de/10012099284
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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.
;
Drechsler, Itamar
;
Schnabl, Philipp
-
2011
Persistent link: https://www.econbiz.de/10009427798
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When is there a strong transfer risk from the sovereigns to the corporates? : property rights gaps and CDS spreads
Bai, Jennie
;
Wei, Shang-jin
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2012
Persistent link: https://www.econbiz.de/10009705819
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6
Securitisation bubbles : structured finance with disagreement about default correlations
Broer, Tobias
-
2016
Persistent link: https://www.econbiz.de/10011482168
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7
The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars
;
Weber, Martin
-
2004
Persistent link: https://www.econbiz.de/10002434757
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Demand-based option
pricing
Garleanu, Nicolae B.
;
Pedersen, Lasse Heje
;
Poteshman, …
-
2006
Persistent link: https://www.econbiz.de/10003294309
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Option-based credit spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
-
2014
Persistent link: https://www.econbiz.de/10010465600
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10
Contingent capital : the case for COERCs
Pennacchi, George G.
;
Vermaelen, Theo
;
Wolff, …
-
2010
Persistent link: https://www.econbiz.de/10008747118
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