Market discipline of subordinated debt in banking: The case of costly bankruptcy
From MaRDI portal
Publication:1887924
DOI10.1016/J.EJOR.2003.08.046zbMath1066.91060OpenAlexW2142363410MaRDI QIDQ1887924
Publication date: 22 November 2004
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2003.08.046
Related Items (4)
A dynamic program for valuing corporate securities ⋮ Strategic bank closure and deposit insurance valuation ⋮ The informational content of subordinated debt and equity prices in the presence of bankruptcy costs ⋮ Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail
Cites Work
This page was built for publication: Market discipline of subordinated debt in banking: The case of costly bankruptcy
