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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
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Journal of empirical finance
The journal of futures markets
The journal of corporate finance : contracting, governance and organization
29
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18
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13
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ECONIS (ZBW)
10
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1
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:
2
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:
3
The long and the short of convertible arbitrage : an empirical examination of arbitrageurs' holding periods
Marle, Mats van
;
Verwijmeren, Patrick
- In:
Journal of empirical finance
44
(
2017
),
pp. 237-249
Persistent link: https://www.econbiz.de/10011818027
Saved in:
4
Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas
;
Fung, William
;
Loon, Yee Cheng
;
Naik, …
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
Saved in:
5
Reverse convertible bonds analyzed
Szymanowska, Marta
;
Horst, Jenke R. ter
;
Veld, Chris H.
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
Saved in:
6
The valuation of inflation-indexed and FX convertible bonds
Landskroner, Yoram
;
Raviv, Alon
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 634-655
Persistent link: https://www.econbiz.de/10003715114
Saved in:
7
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
8
Estimating the cross-sectional market response to an endogenous event : Naked vs. underwritten calls of convertible bonds
Scruggs, John T.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 220-247
Persistent link: https://www.econbiz.de/10003499658
Saved in:
9
Valuation and optimal strategies of convertible bonds
Liao, Szu-Lang
;
Huang, Hsing-Hua
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 895-922
Persistent link: https://www.econbiz.de/10003356485
Saved in:
10
Anatomy of option features in convertible bonds
Lau, Ka Wo
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 513-532
Persistent link: https://www.econbiz.de/10002059351
Saved in:
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