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Contingent Capital: The Case of COERCs
16 references·16 citing·30 second hopsampled
Contingent Capital: The Case of COERCs (2014)Contingent Capital: The Case of COERCsThe cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Liquidity and leverage (2008)Liquidity and leverageThe jump-risk premia implicit in options: evidence from an integrated time-series study (2002)The jump-risk premia implicit…Diversification, Size, and Risk at Bank Holding Companies (1997)Diversification, Size, and Ri…The New Issues Puzzle (1995)The New Issues PuzzleCorporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Equity issues and offering dilution (1986)Equity issues and offering di…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Capital Structure Puzzle (1984)The Capital Structure PuzzleCorporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…Determinants of corporate borrowing (1977)Determinants of corporate bor…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Rules versus Discretion in Bank Resolution (2020)Rules versus Discretion in Ba…CoCo issuance and bank fragility (2020)CoCo issuance and bank fragil…Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis (2019)Addressing Systemic Risk Usin…Why Do Banks Target ROE? (2018)Why Do Banks Target ROE?Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities (2018)Contingent Convertibles with …Contagion in the CoCos Market?: A Case Study of Two Stress Events (2018)Contagion in the CoCos Market…Stabilizing large financial institutions with contingent capital certificates (2017)Stabilizing large financial i…Growth option, contingent capital and agency conflicts (2017)Growth option, contingent cap…Contingent Capital, Tail Risk, and Debt-Induced Collapse (2017)Contingent Capital, Tail Risk…Market-Triggered Changes in Capital Structure: Equilibrium Price Dynamics (2016)Market-Triggered Changes in C…Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry (2016)Announcement Effects of Conti…Stabilizing Large Financial Institutions with Contingent Capital Certificates (2015)Stabilizing Large Financial I…Does contingent capital induce excessive risk-taking? (2014)Does contingent capital induc…Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature (2014)Contingent Capital Instrument…Contingent Convertible ('CoCo') Bonds: A First Empirical Assessment of Selected Pricing Models (2012)Contingent Convertible ('CoCo…A Structural Model of Contingent Bank Capital (2010)A Structural Model of Conting…Dividend Policy, Growth, and the Valuation of Shares (1961)A Survey of Corporate Governance (1997)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A five-factor asset pricing model (2014)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Theory of Capital Structure (1991)What Do We Know about Capital Structure? Some Evidence from International Data (1995)The theory and practice of corporate finance: evidence from the field (2001)The Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Separation of Ownership and Control (1983)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1984The Capital Structure Puzzle7,520 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 2008Liquidity and leverage2,557 cited
  • 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
  • 1986Equity issues and offering dilution1,397 cited
  • 1977Options: A Monte Carlo approach1,341 cited

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1997
Diversification, Size, and Risk at Bank Holding Companies
1,092 cited

Cited by

  • 2010A Structural Model of Contingent Bank Capital103 cited
  • 2014Does contingent capital induce excessive risk-taking?96 cited
  • 2014Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature93 cited
  • 2020CoCo issuance and bank fragility71 cited
  • 2017Stabilizing large financial institutions with contingent capital certificates64 cited
  • 2020Rules versus Discretion in Bank Resolution63 cited
  • 2016Market-Triggered Changes in Capital Structure: Equilibrium Price Dynamics62 cited
  • 2018Why Do Banks Target ROE?52 cited
  • 2017Contingent Capital, Tail Risk, and Debt-Induced Collapse51 cited
  • 2012Contingent Convertible ('CoCo') Bonds: A First Empirical Assessment of Selected Pricing Models48 cited
  • 2015Stabilizing Large Financial Institutions with Contingent Capital Certificates48 cited
  • 2018Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities44 cited
  • 2018Contagion in the CoCos Market?: A Case Study of Two Stress Events40 cited
  • 2016Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry37 cited
  • 2017Growth option, contingent capital and agency conflicts32 cited
  • 2019Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis32 cited