Convertible bonds and stock liquidity

DOI10.1007/S10690-011-9139-3zbMath1243.91108OpenAlexW2052357699MaRDI QIDQ431918

Jason West

Publication date: 3 July 2012

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10072/46102

zbMATH Keywords

liquidityconvertible bonds

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Credit risk (91G40)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Unnamed Item

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