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CoCos with Extension Risk. A Structural Approach - MaRDI portal

CoCos with Extension Risk. A Structural Approach (Q2956065)

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CoCos with Extension Risk. A Structural Approach
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    CoCos with Extension Risk. A Structural Approach (English)
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    16 January 2017
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    contingent capital
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    CoCo bond
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    extension risk
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    callable bond
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