Chinese write-down bonds: issuance and bank capital structure

DOI10.1080/14697688.2020.1814034zbMath1471.91576OpenAlexW3093392182MaRDI QIDQ4957264

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Publication date: 3 September 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1814034

zbMATH Keywords

capital allocationasset allocationissuancewrite-down bonds

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Extracting implied volatilities from bank bonds

Cites Work

• Market-Triggered Changes in Capital Structure: Equilibrium Price Dynamics
• Chinese write-down bonds and bank capital structure

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