Market-triggered changes in capital structure: equilibrium price dynamics

DOI10.3982/ECTA11206MaRDI QIDQ4613447zbMATH OpenFDO

Authors Paul Glasserman, Behzad Nouri

Publication date 31 January 2019

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ECTA11206

zbMATH Keywords

bank capitalcontingent capitalcontingent convertible debtfinancial stability

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Dynamic capital structure and the contingent capital option
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(8)

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• Black economic empowerment regulation and risk incentives
• Changes in the output Euler equation and asset markets participation
• A structural framework for modelling contingent capital
• Dynamic capital structure and the contingent capital option
• Chinese write-down bonds: issuance and bank capital structure
• ACCOUNTING NOISE AND THE PRICING OF CoCos
• Contingent Capital with Stock Price Triggers in Interbank Networks

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