Contingent convertible bonds issuance announcement effect on Asian bank prices : Empirical evidence

This study examines the announcement effect of contingent convertible bonds issue made by Asian banks on issuer banks’ share price and CDS spread. Announcement of contingent convertible bonds issuance is found to have a generally negative impact on issuer banks’ share price. Significant stock price...

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Bibliographic Details
Main Author: Tan, Yujing
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2017
Online Access:https://eprints.nottingham.ac.uk/42068/