How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809)
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scientific article; zbMATH DE number 6969440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How do capital structure and economic regime affect fair prices of bank's equity and liabilities? |
scientific article; zbMATH DE number 6969440 |
Statements
How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (English)
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31 October 2018
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contingent convertibles
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regime-switching
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Wiener-Hopf factorization
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hitting time
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