Analyzing interactive call, default, and conversion policies for corporate bonds-Reference-Cited by-同舟云学术

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Analyzing interactive call, default, and conversion policies for corporate bonds

Published:2022-06-13 Issue:8 Volume:42 Page:1597-1638
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Liu Liang‐Chih¹^ORCID,Dai Tian‐Shyr²³^ORCID,Zhou Lei²^ORCID,Chang Hao‐Han²

Affiliation:

1. Department of Information and Finance Management National Taipei University of Technology Taipei Taiwan

2. Department of Information Management and Finance National Yang Ming Chiao Tung University Hsinchu Taiwan

3. Risk and Insurance Research Center National Chengchi University Taipei Taiwan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22359

Reference63 articles.

1. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy

2. Does the choice between fixed price and make whole call provisions reflect differential agency costs?

3. Callable Bonds Revisited

4. CONVERTIBLE BOND PRICING MODELS

5. Pricing convertible bonds

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Option features and price discovery in convertible bonds;Journal of Futures Markets;2022-12-15

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