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Contingent Capital: The Case of COERCs

https://doi.org/10.2139/ssrn.1991217
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19/19 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 19 checked references that resolve
resolves10.1016/j.jfi.2008.12.002
Liquidity and leverage
resolves10.2139/ssrn.2772612
Contingent Convertible Bonds and Capital Structure Decisions
resolves10.1007/s10436-012-0188-z
Dynamic capital structure and the contingent capital option
resolves10.2139/ssrn.1709341
Does Contingent Capital Induce Excessive Risk-Taking and Prevent an Efficient Recapitalization of Banks?
resolves10.1093/rfs/hhp059
Market-Based Corrective Actions
resolves10.1111/j.1540-6261.1987.tb04363.x
Efficient Financing under Asymmetric Information
resolves10.1111/0022-1082.00395
Do Credit Spreads Reflect Stationary Leverage Ratios?
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1093/acprof:oso/9780195169713.003.0005
No Pain, No Gain? Effecting Market Discipline via “Reverse Convertible Debentures”
resolves10.4337/9781786431134.00020
Stabilizing large financial institutions with contingent capital certificates
resolves10.1093/rof/rfm007
What Caused the Bank Capital Build-up of the 1990s?
resolves10.1016/s0304-405x(03)00209-5
Death spiral convertibles
resolves10.1016/j.jcorpfin.2014.03.009
Bank stability and market discipline: The effect of contingent capital on risk taking and default probability
resolves10.1017/cbo9780511609435.005
Agency costs of free cash flow, corporate finance, and takeovers
resolves10.1111/j.1540-6261.1994.tb02452.x
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
resolves10.1016/j.jfi.2009.10.002
How do banks adjust their capital ratios?
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.2139/ssrn.1553430
Contingent Capital with a Dual Price Trigger
resolves10.1016/0304-405x(77)90015-0
Determinants of corporate borrowing
The 16 references without a DOI — listed, not checked
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no DOI — not checkedGlobal systematically Assessment methodology and the additional loss absorbency req for International Settlements
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What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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