10.1007/978-3-030-02792-6_12
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-02792-6_12
Reference53 articles.
1. Agarwal, V., Fung, W. H., Loon, Y. C., & Naik, N. Y. (2011). Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market. Journal of Empirical Finance, 18(2), 175–194.
2. Ammann, M., Kind, A., & Seiz, R. (2010). What Drives the Performance of Convertible-Bond Funds? Journal of Banking & Finance, 34(11), 2600–2613.
3. Ammann, M., Kind, A., & Wilde, C. (2003). Are Convertible Bonds Underpriced? An Analysis of the French Market. Journal of Banking & Finance, 27(4), 635–653.
4. Ayache, E., Forsyth, P. A., & Vetzal, K. R. (2003). Valuation of Convertible Bonds with Credit Risk. Journal of Derivatives, 11(1), 9–29.
5. Batta, G., Chacko, G., & Dharan, B. (2010). A Liquidity-Based Explanation of Convertible Arbitrage Alphas. Journal of Fixed Income, 20(1), 28–43.
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