Mind the conversion risk: contingent convertible bonds as a transmission channel of systemic risk

IF 1.6 3区 经济学 Q3 BUSINESS, FINANCE Mathematical Finance Pub Date : 2023-01-01 DOI:10.3917/fina.pr.019
Gaëtan Le Quang
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注意转换风险:或有可转债作为系统性风险的传导渠道
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来源期刊
Mathematical Finance
Mathematical Finance 数学-数学跨学科应用
CiteScore
4.10
自引率
6.20%
发文量
27
审稿时长
>12 weeks
期刊介绍: Mathematical Finance seeks to publish original research articles focused on the development and application of novel mathematical and statistical methods for the analysis of financial problems. The journal welcomes contributions on new statistical methods for the analysis of financial problems. Empirical results will be appropriate to the extent that they illustrate a statistical technique, validate a model or provide insight into a financial problem. Papers whose main contribution rests on empirical results derived with standard approaches will not be considered.
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