The default contagion of contingent convertible bonds in financial network
Ping Li, Yanhong Guo, Hui Meng
Year of publication: |
2022
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Authors: | Li, Ping ; Guo, Yanhong ; Meng, Hui |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 60.2022, p. 1-21
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Subject: | Contingent convertible bonds | Default contagion | Loss amplification | Network model | Wandelanleihe | Convertible bond | Ansteckungseffekt | Contagion effect | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Theorie | Theory | Finanzkrise | Financial crisis |
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