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~isPartOf:"Financial markets and portfolio management"
~isPartOf:"Journal of financial intermediation"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Exchangeable bond"
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Convertible bond
19
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Financial markets and portfolio management
Journal of financial intermediation
The journal of futures markets
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29
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ECONIS (ZBW)
19
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1
Intermediary frictions and convertible bond pricing
Grundy, Bruce D.
;
Verwijmeren, Patrick
;
Yang, Antti
- In:
Journal of financial intermediation
58
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014633729
Saved in:
2
Pricing callable-puttable convertible bonds with an integral equation approach
Lin, Sha
;
Zhu, Song-Ping
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1856-1911
Persistent link: https://www.econbiz.de/10013465827
Saved in:
3
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
4
The agency of CoCos : Why contingent convertible bonds are not for everyone
Goncharenko, Roman
;
Ongena, Steven
;
Rauf, Asad
- In:
Journal of financial intermediation
48
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012801652
Saved in:
5
Are contingent convertibles going-concern capital?
Fiordelisi, Franco
;
Pennacchi, George G.
;
Ricci, Ornella
- In:
Journal of financial intermediation
43
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012651807
Saved in:
6
Convertible bonds and bank risk-taking
Martynova, Natalya
;
Perotti, Enrico C.
- In:
Journal of financial intermediation
35PB
(
2018
),
pp. 61-80
Persistent link: https://www.econbiz.de/10012114339
Saved in:
7
Hedge funds as international liquidity providers : evidence from convertible bond arbitrage in Canada
Gatev, Evan G.
;
Li, Mingxin
- In:
Financial markets and portfolio management
31
(
2017
)
2
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011944607
Saved in:
8
Calls of convertible debt securities : no bad news at all
Nigbur, Tobias
- In:
Financial markets and portfolio management
29
(
2015
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10010500747
Saved in:
9
Does contingent capital induce excessive risk-taking?
Berg, Tobias
;
Kaserer, Christoph
- In:
Journal of financial intermediation
24
(
2015
)
3
,
pp. 356-385
Persistent link: https://www.econbiz.de/10011389081
Saved in:
10
Pricing contingent convertibles : a general framework for application in practice
Buergi, Markus P. H.
- In:
Financial markets and portfolio management
27
(
2013
)
1
,
pp. 31-63
Persistent link: https://www.econbiz.de/10009720952
Saved in:
1
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