How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809)
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scientific article; zbMATH DE number 6969440
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| English | How do capital structure and economic regime affect fair prices of bank's equity and liabilities? |
scientific article; zbMATH DE number 6969440 |
Statements
How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (English)
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31 October 2018
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contingent convertibles
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regime-switching
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Wiener-Hopf factorization
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hitting time
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0.7163993716239929
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0.7007738351821899
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0.6783446073532104
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0.67794269323349
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0.6705734729766846
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