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The Impact of CoCo Bonds on Systemic Risk Considering Liquidity Risk

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This paper investigates the impact of Contingent Convertible (CoCo bonds) on systemic risk. Based on the network and … CoCo bonds could enhance the risk resilience of issuing banks to a certain degree, but the default of issuing banks will …

Persistent link: https://www.econbiz.de/10012841225

Determinants of CoCo issuance : liquidity and risk incentives

Abdallah, Bashar; Rodríguez Fernández, Francisco - In: Journal of financial regulation and compliance 30 (2022) 4, pp. 412-438

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Expected return, time-varying risk, and hedging demand in the US REITs market

Xiao, Zhongyi; Lin, Zhangxi; Li, Siming - In: Journal of management analytics 1 (2014) 1, pp. 78-98

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The risk and return from factors

Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997

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The quest for beta : balancing risks with costs and returns

Keleher, Mark; Cashman, Jamie; Platt, Jon; Eiger, Keith - In: The journal of investing 19 (2010) 2, pp. 102-112

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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?

Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378

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The consumption-income ratio, entrepreneurial risk, and the U.S. stock market

Hoffmann, Mathias - In: Journal of money, credit and banking : JMCB 46 (2014) 6, pp. 1259-1292

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Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs

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Incomplete consumption risk sharing and currency risk premiums

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