A Reduced Form CoCo Model with Deterministic Conversion Intensity

Default and Recovery Implicit in the Term Structure of Sovereign <i>CDS</i> Spreads

Jun Pan, Kenneth J. Singleton · The Journal of Finance · 2008 · 849 citations

Business, Economics, Finance +17

Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

Kenneth J. Singleton, Jun Pan · SSRN Electronic Journal · 2005 · 261 citations · Full text

Business, Economics, Finance +17

Stabilizing Large Financial Institutions with Contingent Capital Certificates

Mark J. Flannery · SSRN Electronic Journal · 2009 · 212 citations · Full text

Business, Finance, Banking +16

A New Capital Regulation for Large Financial Institutions

Oliver Hart, Luigi Zingales · American Law and Economics Review · 2011 · 174 citations

Law, Finance, Capital Structure +16

A New Capital Regulation for Large Financial Institutions

Oliver Hart, Luigi Zingales · SSRN Electronic Journal · 2009 · 135 citations · Full text

Law, Finance, Capital Structure +16