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CoCo Bonds with Extension Risk
De Spiegeleer, Jan - 2014
as additional Tier 1 and their step-up feature reduced the probability that the bank skipped the call and kept the bond …
Persistent link: https://www.econbiz.de/10013059528
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Transparency, idiosyncratic risk, and convertible bonds
Lin, Yi-Mien; Chao, Chin-Fang; Liu, Chih-Liang - In: The European journal of finance 20 (2014) 1/3, pp. 80-103
Persistent link: https://www.econbiz.de/10010462197
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The Impact of CoCo Bonds on Systemic Risk Considering Liquidity Risk
Li, Ping - 2020
This paper investigates the impact of Contingent Convertible (CoCo bonds) on systemic risk. Based on the network and liquidity channel, we compare the differences in default contagion and clearing payment between financial systems with and without CoCo bonds. By analyzing the sensitivity of...
Persistent link: https://www.econbiz.de/10012841225
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Risk changes around convertible debt offerings
Lewis, Craig M.; Rogalski, Richard J.; Seward, James K. - In: The journal of corporate finance : contracting, … 8 (2002) 1, pp. 67-80
Persistent link: https://www.econbiz.de/10001655814
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Systematic risk changes around convertible debt offerings: a note on recent evidence
Kleidt, Benjamin; Schiereck, Dirk - In: Global finance journal 20 (2009) 1, pp. 98-105
Persistent link: https://www.econbiz.de/10003878350
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Does green bond issuance have an impact on climate risk concerns?
Wang, Chih-Wei; Wu, Yu-Ching; Hsieh, Hsin-Yi; Huang, … - In: Energy economics 111 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013350141
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Bond default risk transmission through a common underwriter : evidence from China
Zhang, Chunqiang; Zhu, Tingyuan; Gao, Xi; Chan, Kam C.; … - In: The European journal of finance 30 (2024) 12, pp. 1345-1361
Persistent link: https://www.econbiz.de/10014636554
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
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Quantitative evaluation of contingent capital and its applications
Gupta, Anshul; Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American journal of economics and finance : a … 26 (2013), pp. 457-486
Persistent link: https://www.econbiz.de/10010367569
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The pricing of convertible bonds in the presence of structured conversion clauses : the case of Cashes
Bertocchi, Marida; Moriggia, Vittorio; Torricelli, Costanza - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 73-86
Persistent link: https://www.econbiz.de/10011527488