Reference health
Contingent convertible bonds for sovereign debt risk management
50/50 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.
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The 50 checked references that resolve
resolves10.1016/j.jfineco.2014.11.004
The “greatest” carry trade ever? Understanding eurozone bank risks
resolves10.2139/ssrn.3250806
Risk Management for Sovereign Financing within a Debt Sustainability Framework
resolves10.1016/j.jinteco.2012.02.006
Financial crises and the multilateral response: What the historical record shows
resolves10.2139/ssrn.1392539
Recovery Before Redemption: A Theory of Delays in Sovereign Debt Renegotiations
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.2139/ssrn.2668176
Indebtedness, Interests, and Incentives: State-contingent Sovereign Debt Revisited
resolves10.1111/jacf.12015
How to Design a Contingent Convertible Debt Requirement That Helps Solve Our Too‐Big‐to‐Fail Problem*
resolves10.1080/14697688.2015.1114359
A parsimonious model for generating arbitrage-free scenario trees
resolves10.1111/j.1745-6622.2002.tb00340.x
CONTINGENT CAPITAL: INTEGRATING CORPORATE FINANCING AND RISK MANAGEMENT DECISIONS
resolves10.1093/acprof:oso/9780195169713.003.0005
No Pain, No Gain? Effecting Market Discipline via “Reverse Convertible Debentures”
resolves10.1146/annurev-financial-110613-034331
Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature
resolves10.1111/j.1540-6261.1993.tb05123.x
Risk Management: Coordinating Corporate Investment and Financing Policies
resolves10.7312/guzm17926-008
6. Count the Limbs: Designing Robust Aggregation Clauses in Sovereign Bonds
resolves10.2139/ssrn.3088081
Assessing the Appropriate Size of Relief in Sovereign Debt Restructuring
resolves10.2139/ssrn.1444351
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
resolves10.1287/mnsc.48.11.1512.261
Comment on “Generating Scenario Trees for Multistage Decision Problems”
resolves10.5771/9783845254371_232
D. Do We Need a Mechanism for Solving Sovereign Debt Crises? A Rule-Based Discussion
resolves10.1111/jofi.12762
On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang
<i>Journal of Finance</i>
(2015)
The 20 references without a DOI — listed, not checked
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no DOI — not checkedref9
no DOI — not checkedBetting on the future: The virtues of contingent contracts
no DOI — not checkedref11
no DOI — not checkedref19
no DOI — not checkedSix lessons from prior sovereign debt restructurings. Paper prepared for "Resolving the European Debt Crisis
no DOI — not checkedUDROP: a small contribution to the international financial architecture. Centre for Economic Performance
no DOI — not checkedThe role of demandable debt in structuring optimal banking arrangements
no DOI — not checkedGambling for redemption and self-fulfilling debt crises
no DOI — not checkedGAMS -A User's Guide
no DOI — not checkedref42
no DOI — not checkedEU-IMF assistance to euro-area countries: an early assessment
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no DOI — not checkedref62
no DOI — not checkedref65
no DOI — not checkedref66
no DOI — not checkedref67
no DOI — not checkedApplications and Case Studies. Handbooks in Finance
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