The impact of CoCo bonds on systemic risk considering liquidity risk.

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Bibliographic Details
Title: The impact of CoCo bonds on systemic risk considering liquidity risk.
Authors: Li, Ping1,2 (AUTHOR) liping124@buaa.edu.cn, Guo, Yanhong1 (AUTHOR), Meng, Hui3 (AUTHOR)
Source: Quantitative Finance. Feb2022, Vol. 22 Issue 2, p385-406. 22p.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697688.2021.1909113