Bank Contingent Capital: Valuation and the Role of Market Discipline-Reference-Cited by-同舟云学术

Bank Contingent Capital: Valuation and the Role of Market Discipline

Published:2016-08-31 Issue:1 Volume:54 Page:49-80
ISSN:0920-8550
Container-title:Journal of Financial Services Research
language:en
Short-container-title:J Financ Serv Res

Author:

Chang Chia-Chien,Yu Min-Teh^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/article/10.1007/s10693-016-0259-9/fulltext.html

Reference29 articles.

1. Adrian T, Shin HS (2010) Liquidity and leverage. J Financ Intermed 20:418–437

2. Albul, B., D. M. Jaffee and A. Tchistyi, 2010, Contingent convertible bonds and capital structure decisions, University of California, Berkeley, Working Paper.

3. Basel Committee on Banking Supervision, 2003, Markets for Bank Subordinated Debt and Equity in Basel committee member countries, Working Paper No. 12

4. Buergi, M., 2012, A tough nut to crack: on the pricing of capital ratio triggered contingent convertibles, Working Paper.

5. Chen, N., P. Glasserman, B. Nouri, and M. Pelger, 2015, Contingent capital, tail risk, and debt-induced collapse, Working Paper.

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