The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos-Reference-Cited by-同舟云学术

The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos

Published:2016 Issue: Volume: Page:405-419
ISSN:2194-1009
Container-title:Innovations in Derivatives Markets
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Author:

De Spiegeleer Jan,Höcht Stephan,Marquet Ine,Schoutens Wim

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-33446-2_19

Reference16 articles.

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2. European Commision: Possible Further Changes to the Capital Requirements Directive. Working Document. Commission Services Staff (2010)

3. Akigbe, A., Easterwood, J.C., Pettit, R.R.: Wealth effects of corporate debt issues: the impact of issuer motivations. Financ. Manag. 26(1), 32–47 (1997)

4. Pennacchi, G.: A Structural Model of Contingent Bank Capital (2010)

5. Pennacchi, G., Vermaelen, T., Wolff, C.: Contingent capital: the case for COERCs. INSEAD. Working paper (2010)

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