Optimal trading and tax option value of defaultable bonds with asymmetric capital gain taxes
Peter Huaiyu Chen, Sheen X. Liu and Chunchi Wu
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, Peter Huaiyu ; Liu, Sheen X. ; Wu, Chunchi |
| Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 7.2019, p. 27-62
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| Subject: | Tax-timing | bonds | option | capital gain | default risk | transaction cost | Wertzuwachssteuer | Capital gains tax | Anleihe | Bond | Transaktionskosten | Transaction costs | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kapitalertragsteuer | Capital income tax | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S2514-465020190000007003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012582240