Capital access bonds: contingent capital with an option to convert
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- Attaoui, Sami & Poncet, Patrice, 2015. "Write-Down Bonds and Capital and Debt Structures," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 97-119.
- Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017.
"CoCo Issuance and Bank Fragility,"
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- Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia, 2017. "CoCo Issuance and Bank Fragility," CEPR Discussion Papers 12418, C.E.P.R. Discussion Papers.
- Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017. "CoCo issuance and bank fragility," BIS Working Papers 678, Bank for International Settlements.
- Gersbach, Hans & Haller, Hans & Müller, Jürg, 2015. "The macroeconomics of Modigliani–Miller," Journal of Economic Theory, Elsevier, vol. 157(C), pages 1081-1113.
- Hilscher, Jens & Raviv, Alon, 2014.
"Bank stability and market discipline: The effect of contingent capital on risk taking and default probability,"
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- Jens Hilscher & Alon Raviv, 2012. "Bank stability and market discipline: The effect of contingent capital on risk taking and default probability," Working Papers 53, Brandeis University, Department of Economics and International Businesss School, revised Jan 2014.
- Natalya Martynova & Enrico Perotti, 2012. "Convertible Bonds and Bank Risk-Taking," Tinbergen Institute Discussion Papers 12-106/IV/DSF41, Tinbergen Institute, revised 10 Oct 2016.
- Prasad Krishnamurthy, 2014. "Rules, Standards, and Complexity in Capital Regulation," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 273-296.
- Martijn A. Boermans & Sweder van Wijnbergen, 2018.
"Contingent convertible bonds: Who invests in European CoCos?,"
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- Martijn Boermans & Sweder van Wijnbergen, 2017. "Contingent convertible bonds: Who invests in European CoCos?," DNB Working Papers 543, Netherlands Central Bank, Research Department.
- Fernando Díaz & Gabriel Ramírez & Kenneth Daniels, 2013. "Corporate Bond Clawbacks as Contingent Capital," Working Papers 44, Facultad de Economía y Empresa, Universidad Diego Portales.
- Jaworski, Piotr & Liberadzki, Kamil & Liberadzki, Marcin, 2017. "How does issuing contingent convertible bonds improve bank's solvency? A Value-at-Risk and Expected Shortfall approach," Economic Modelling, Elsevier, vol. 60(C), pages 162-168.
- Kenjiro Hori & Jorge Martin Cerón, 2017. "Contingent Convertible Bonds: Payoff Structures and Incentive Effects," Birkbeck Working Papers in Economics and Finance 1711, Birkbeck, Department of Economics, Mathematics & Statistics.
- Bulow, Jeremy I. & Klemperer, Paul, 2014. "Equity Recourse Notes: Creating Counter-cyclical Bank Capital," CEPR Discussion Papers 10213, C.E.P.R. Discussion Papers.
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