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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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Convertible bond markets
Philips, George A. - 1997
Persistent link: https://www.econbiz.de/10000319155
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The complete guide to convertible securities worldwide
Zubulake, Laura A. - 1991
Persistent link: https://www.econbiz.de/10000836016
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Models for the valuation of international convertible bonds
Jennergren, Lars Peter; Näslund, Bertil - 1990 - May 1990
Persistent link: https://www.econbiz.de/10000789286
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The international handbook of convertible securities : a global guide to the convertible market
Noddings, Thomas C.; Christoph, Susan C.; Noddings, John G. - 1998
Persistent link: https://www.econbiz.de/10000660888
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Is there a global market for convertible bonds?
Kim, Yong-cheol - In: The journal of business : B 65 (1992) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001121938
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Investment restrictions and the pricing of Korean convertible Eurobonds
Bailey, Warren - In: Pacific-Basin finance journal 4 (1996) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001204430
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The determinants of coco bond prices
Khah, Sara Abed Masror; Vermaelen, Theo; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011441353
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Pricing sovereign contingent convertible debt
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - 2016 - This draft July 22, 2016
Persistent link: https://www.econbiz.de/10011539350
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Bank risk appetite in a world of CoCos
Aquila, Cecilia - 2018
We investigate the shape of risk appetite when the bank is financed also with contingent convertible bonds (CoCos). Our contribution to the existent literature is to assess risk appetite in a multi-dimensional perspective and to account for differences among banks' clusters, especially in a...
Persistent link: https://www.econbiz.de/10012126458