CoCo Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-02 (All new papers)
- NEP-BAN-2013-03-02 (Banking)
- NEP-FMK-2013-03-02 (Financial Markets)
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