CoCos: a primer
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References listed on IDEAS
- Pennacchi, George & Vermaelen, Theo & Wolff, Christian C. P., 2014.
"Contingent Capital: The Case of COERCs,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 49(3), pages 541-574, June.
- Pennacchi, George G. & Vermaelen, Theo & Wolff, Christian C, 2010. "Contingent Capital: The Case for COERCs," CEPR Discussion Papers 8028, C.E.P.R. Discussion Papers.
- Christian Wolff & Theo Vermaelen & George Pennacchi, 2010. "Contingent Capital: The Case for COERCs," LSF Research Working Paper Series 10-08, Luxembourg School of Finance, University of Luxembourg.
- Christopher L. Culp, 2009. "Contingent Capital vs. Contingent Reverse Convertibles for Banks and Insurance Companies," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(4), pages 17-27, September.
- Dwight M. Jaffee & Thomas Russell, 1996. "Catastrophe Insurance, Capital Markets and Uninsurable Risks," Center for Financial Institutions Working Papers 96-12, Wharton School Center for Financial Institutions, University of Pennsylvania.
More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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