Chinese write-down bonds: issuance and bank capital structure

DOI10.1080/14697688.2020.1814034MaRDI QIDQ4957264zbMATH OpenOpenAlexFDO

Authors

Publication date 3 September 2021

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2020.1814034

zbMATH Keywords

asset allocationcapital allocationissuancewrite-down bonds

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• Chinese write-down bonds and bank capital structure
• Market-triggered changes in capital structure: equilibrium price dynamics

Cited in

(2)

• Chinese write-down bonds and bank capital structure
• Extracting implied volatilities from bank bonds

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