How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
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Publication:1615809
DOI10.1007/S10479-016-2210-8zbMath1416.91396OpenAlexW2604580249MaRDI QIDQ1615809
Donatien Hainaut, Yang Shen, Yan Zeng
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://hal-rennes-sb.archives-ouvertes.fr/hal-01394133/file/Hainaut%20et%20al.%20CoCo%20bonds.pdf
Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)
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