Taxation, agency conflicts, and the choice between callable and convertible debt
DOI10.1016/J.JET.2007.09.014zbMATH Open1153.91677OpenAlexW2004135539MaRDI QIDQ960264FDOQ960264
Yuri Tserlukevich, Christopher A. Hennessy
Publication date: 16 December 2008
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2007.09.014
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- scientific article; zbMATH DE number 2190136
Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of game theory (91A80) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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- Tobin's Marginal q and Average q: A Neoclassical Interpretation
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- Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
- Perpetual Convertible Bonds
- A Two‐Person Game for Pricing Convertible Bonds
- Prospect theory and liquidation decisions
- Agency Conflicts and Risk Management*
Cited In (6)
- Risk sharing, risk shifting and the role of convertible debt
- Financial decisions involving credit default swaps over the business cycle
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
- Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
- A game options approach to the investment problem with convertible debt financing
- The Determinants of Private Debt Source
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