Nothing Special   »   [go: up one dir, main page]
create a website
Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination. (2015). Prescott, Edward ; Davis, Douglas.
In: Working Paper.
RePEc:fip:fedrwp:15-02.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 19

References cited by this document

Cocites: 48

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Avdjiev, Stefan, Anastasia Kartasheva and Bilyana Bogdanova (2013). “CoCos: A Primer” Bank of International Settlements, Quarterly Review, September, 43-55.

  2. Balla, Eliana, Edward Simpson Prescott, and John A. Walter (2014). “Did PCA Fail? A Comparison of Bank Failures and FDIC Losses in the 1987-1994 and 2007-2013 Periods.” Manuscript, November 11.
    Paper not yet in RePEc: Add citation now
  3. Berger, Allen N. (1991). "Market Discipline in Banking." Proceedings of a Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 419-39.
    Paper not yet in RePEc: Add citation now

  4. Berger, Allen N., Sally M. Davies, and Mark J. Flannery (2000). "Comparing Market and Regulatory Assessments of Bank Performance: Who Knows What When?" Journal of Money, Credit and Banking, 32, 641-667.

  5. Birchler, Urs, and Matteo Facchinetti (2007). “Self-Destroying Prophecies? The Endogeneity Pitfall in Using Market Signals for Prompt Corrective Action.” Manuscript, University of Zurich.
    Paper not yet in RePEc: Add citation now
  6. Bond, Philip, Itay Goldstein, and Edward Simpson Prescott (2010). “Market-Based Corrective Actions.” The Review of Financial Studies 23, 781-820 Calomiris, Charles W., and Richard J. Herring (2012). “Why and How to Design a Contingent Convertible Debt Requirement,” Chapter 5 in Rocky Times: New Perspectives on Financial Stability, edited by Yasuyuki Fuchita, Richard J. Herring and Robert E. Litan, Washington: Brookings/NICMR Press.
    Paper not yet in RePEc: Add citation now

  7. Calomiris, Charles W. and Richard J. Herring (2013). “How to Design a Contingent Convertible Debt Requirement That Helps Solve Our Too-Big-to-Fail Problem” Journal of Applied Corporate Finance, 25, 39-62.

  8. Davis, Douglas, Oleg Korenok and Edward S. Prescott (2014). “An Experimental Analysis of Contingent Capital with Market-Price Triggers.” Journal of Money, Credit and Banking, 46, 999-1032.

  9. DeYoung, Robert, Mark J. Flannery, William W. Lang, and Sorin M. Sorescu (2001). “The Information Content of Bank Exam Ratings and Subordinated Debt Prices.” Journal of Money, Credit and Banking, 33, 900-925.

  10. Fischbacher, Urs (2007). ‘‘z-Tree: Zurich Toolbox for Ready-made Economic Experiments,’’ Experimental Economics, 10(2), pp. 171-178.

  11. Flannery, Mark J. (1998). “Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence, Journal of Money, Credit and Banking, 30, 273-305.

  12. Flannery, Mark J. (2009). “Stabilizing Large Financial Institutions with Contingent Captial Certificates. Manuscript, University of Florida.
    Paper not yet in RePEc: Add citation now
  13. Hayden, Eion (2014). “Coco helping investors sleep?” Economia, ICAEW, April 12.
    Paper not yet in RePEc: Add citation now

  14. McDonald, Robert L. (2013). “Contingent Capital with a Dual Price Trigger.” Journal of Financial Stability, 9, 230-241.

  15. Pennacchi, George, Theo Vermaelen, and Christian C. P. Wolff. (2013). “Contingent Capital: The Case for COERCs.” Manuscript, University of Illinois.

  16. Pennacchi, George. (2011). “A Structural Model of Contingent Bank Capital.” Manuscript, University of Illinois.
    Paper not yet in RePEc: Add citation now

  17. Prescott, Edward S. (2012). “Contingent Capital: The Trigger Problem. Federal Reserve Bank of Richmond Economic Quarterly, 1st Quarter. 33-50.

  18. Sundaresan, Suresh, and Zhenyu Wang. (2014). “On the Design of Contingent Capital with Market Trigger,” Journal of Finance, DOI: 10.1111/jofi.12134.
    Paper not yet in RePEc: Add citation now
  19. White, Lawrence J. (1991). The S&L Debacle. Oxford University Press, New York.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael.
    In: Working Papers.
    RePEc:onb:oenbwp:236.

    Full description at Econpapers || Download paper

  3. On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

    Full description at Econpapers || Download paper

  4. Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

    Full description at Econpapers || Download paper

  5. Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2021254.

    Full description at Econpapers || Download paper

  6. Multiple buffer CoCos and their impact on financial stability. (2020). Neamtu, Ioana .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20200010.

    Full description at Econpapers || Download paper

  7. Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

    Full description at Econpapers || Download paper

  8. CoCo issuance and bank fragility. (2020). Avdjiev, Stefan ; Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613.

    Full description at Econpapers || Download paper

  9. Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C.
    In: Papers.
    RePEc:arx:papers:2011.06474.

    Full description at Econpapers || Download paper

  10. Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary.
    In: Papers.
    RePEc:arx:papers:2006.01037.

    Full description at Econpapers || Download paper

  11. Rules versus Discretion in Bank Resolution. (2019). White, Lucy ; Walther, Ansgar.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14048.

    Full description at Econpapers || Download paper

  12. On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7551.

    Full description at Econpapers || Download paper

  13. Shareholder risk-taking incentives in the presence of contingent capital. (2019). McMunn, Ayowande ; Fatouh, Mahmoud.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0775.

    Full description at Econpapers || Download paper

  14. Incentive effects from write-down CoCo bonds: An empirical analysis. (2018). Hesse, Henning.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:212.

    Full description at Econpapers || Download paper

  15. The Agency of CoCos: Why Contingent Convertible Bonds Arent for Everyone. (2018). Goncharenko, Roman ; Rauf, Asad ; Ongena, Steven.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13344.

    Full description at Econpapers || Download paper

  16. Contingent Convertible Bonds for Sovereign Debt Risk Management. (2018). Andrea, Consiglio ; Stavros, Zenios.
    In: Journal of Globalization and Development.
    RePEc:bpj:globdv:v:9:y:2018:i:1:p:24:n:1.

    Full description at Econpapers || Download paper

  17. Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1201_18.

    Full description at Econpapers || Download paper

  18. NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD. (2017). Leung, Chi Man ; Kwok, Yue Kuen.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500467.

    Full description at Econpapers || Download paper

  19. Contingent Convertibles: Can the Market Handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170095.

    Full description at Econpapers || Download paper

  20. Coco Design, Risk Shifting Incentives and Capital Regulation. (2017). van Wijnbergen, Sweder ; Chan, Stephanie .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160007.

    Full description at Econpapers || Download paper

  21. Pricing Contingent Convertible Bonds - An Empirical Approach. (2017). Mugosa, Ana ; Popovic, Sasa.
    In: MIC 2017: Managing the Global Economy; Proceedings of the Joint International Conference, Monastier di Treviso, Italy, 24–27 May 2017.
    RePEc:prp:micp17:251-261.

    Full description at Econpapers || Download paper

  22. Europes CoCos Provide a Lesson on Uncertainty. (2017). Taylor, Charles ; Martinez, Francis ; Bright, Steve ; Gleason, Katherine.
    In: Working Papers.
    RePEc:ofr:wpaper:17-02.

    Full description at Econpapers || Download paper

  23. Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk. (2017). Sosvilla-Rivero, Simon ; Echevarria-Icaza, Victor .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201707.

    Full description at Econpapers || Download paper

  24. Macroprudential policy with convertible debt. (2017). Hollander, Hylton.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:54:y:2017:i:pb:p:285-305.

    Full description at Econpapers || Download paper

  25. An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook. (2017). Liao, Qunfeng ; Rezvanian, Rasoul ; Mehdian, Seyed.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:22:y:2017:i:c:p:58-65.

    Full description at Econpapers || Download paper

  26. Contingent convertibles: Can the market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:572.

    Full description at Econpapers || Download paper

  27. Contingent convertible bonds: Who invests in European CoCos?. (2017). van Wijnbergen, Sweder ; Boermans, Martijn.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:543.

    Full description at Econpapers || Download paper

  28. Contingent Convertibles: Can the Market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; Dieter, Iman Paul ; Kiewiet, Gera.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12359.

    Full description at Econpapers || Download paper

  29. Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063.

    Full description at Econpapers || Download paper

  30. Bank Capital Structure and Financial Innovation: Antagonists or Two Sides of the Same Coin?. (2016). Sasso, Lorenzo .
    In: HSE Working papers.
    RePEc:hig:wpaper:66/law/2016.

    Full description at Econpapers || Download paper

  31. What’s the contingency? A proposal for bank contingent capital triggered by systemic risk. (2016). Allen, Linda ; Tang, YI.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:1-14.

    Full description at Econpapers || Download paper

  32. Will TLAC regulations fix the G-SIB too-big-to-fail problem?. (2016). Kupiec, Paul H.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:24:y:2016:i:c:p:158-169.

    Full description at Econpapers || Download paper

  33. CoCo Design, Risk Shifting and Financial Fragility. (2016). van Wijnbergen, Sweder ; Chan, Stephanie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11099.

    Full description at Econpapers || Download paper

  34. The determinants of long-term debt issuance by European banks: evidence of two crises.. (2016). Yang, Jing ; Rixtel, Adrian ; Romo Gonzalez, Luna Azahara ; van Rixtel, Adrian.
    In: Working Papers.
    RePEc:bde:wpaper:1621.

    Full description at Econpapers || Download paper

  35. The effects of Contingent Convertible (CoCo) bonds on insurers capital requirements under solvency II. (2015). Gründl, Helmut ; Grundl, Helmut ; Niedrig, Tobias .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:98.

    Full description at Econpapers || Download paper

  36. The effects of contingent convertible (CoCo) bonds on insurers capital requirements under Solvency II. (2015). Gründl, Helmut ; Grundl, Helmut ; Niedrig, Tobias .
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:1814.

    Full description at Econpapers || Download paper

  37. Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2015). Blickle, Kristian ; Ammann, Manuel ; Ehmann, Christian.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2015:25.

    Full description at Econpapers || Download paper

  38. Does contingent capital induce excessive risk-taking?. (2015). Kaserer, Christoph ; Berg, Tobias.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:488.

    Full description at Econpapers || Download paper

  39. Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination. (2015). Prescott, Edward ; Davis, Douglas.
    In: Working Paper.
    RePEc:fip:fedrwp:15-02.

    Full description at Econpapers || Download paper

  40. Does contingent capital induce excessive risk-taking?. (2015). Kaserer, Christoph ; Berg, Tobias.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:3:p:356-385.

    Full description at Econpapers || Download paper

  41. Maintaining adequate bank capital: An empirical analysis of the supervision of European banks. (2015). Flannery, Mark J ; Giacomini, Emanuela.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:236-249.

    Full description at Econpapers || Download paper

  42. The Case for Contingent Convertible Debt for Sovereignst. (2015). Zenios, Stavros ; Consiglio, Andrea.
    In: Working Papers.
    RePEc:ecl:upafin:15-13.

    Full description at Econpapers || Download paper

  43. Cocos, Contagion and Systemic Risk. (2015). van Wijnbergen, Sweder ; Chan, Stephanie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10960.

    Full description at Econpapers || Download paper

  44. Bail-in als stumpfes Schwert zur Bankenrettung? Sanierung und Abwicklung in der europäischen Bankenunion. (2015). Zech, Sarah ; Rudolph, Bernd.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:68:y:2015:i:20:p:25-34.

    Full description at Econpapers || Download paper

  45. Contingent convertible bonds and the stability of bank funding: The case of partial writedown. (2014). Bleich, Dirk.
    In: Discussion Papers.
    RePEc:zbw:bubdps:282014.

    Full description at Econpapers || Download paper

  46. Cocos, Contagion and Systemic Risk. (2014). van Wijnbergen, Sweder ; Chan, Stephanie .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140110.

    Full description at Econpapers || Download paper

  47. The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability. (2014). Hollander, Hylton.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers224.

    Full description at Econpapers || Download paper

  48. Equity Recourse Notes: Creating Counter-cyclical Bank Capital. (2014). Klemperer, Paul ; Bulow, Jeremy I..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10213.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-30 22:30:26 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.