The impact of CoCo bonds on systemic risk considering liquidity risk
Ping Li, Yanhong Guo and Hui Meng
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Ping ; Guo, Yanhong ; Meng, Hui |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 2, p. 385-406
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| Subject: | CoCo bonds | Contagion | Liquidity channel | Network channel | Systemrisiko | Systemic risk | Bankenliquidität | Bank liquidity | Wandelanleihe | Convertible bond | Liquidität | Liquidity | Ansteckungseffekt | Contagion effect | Theorie | Theory | Anleihe | Bond | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Öffentliche Anleihe | Public bond | Bankrisiko | Bank risk | Marktliquidität | Market liquidity | Schätzung | Estimation | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1909113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167761