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Accounting Noise and the Pricing of CoCos. (2018). van Wijnbergen, Sweder ; Spreij, Peter ; Derksen, Mike.
In: Papers.
RePEc:arx:papers:1804.06890.

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  1. Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Fatouh, Mahmoud ; Neamu, Ioana.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0938.

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  2. Multiple buffer CoCos and their impact on financial stability. (2020). Neamtu, Ioana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20200010.

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  3. Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

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References

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  19. S. Chan and S. van Wijnbergen. Coco design, risk shifting incentives and capital regulation. Working paper, CEPR, 2016; revised November 2017. URL https://www.ceps.eu/system/files/ECMI%20WP% 20No%202_0.pdf.

  20. S. Chan and S. van Wijnbergen. Regulatory forbearance, cocos and bank risk shifting. Working paper, University of Amsterdam, 2018. In preparation.
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Cocites

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  1. Contingent Convertible Bonds in Financial Networks. (2023). Calice, Giovanni ; Tantari, Daniele ; Sala, Carlo.
    In: Papers.
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  2. Convertible bonds and bank risk-taking. (2018). Perotti, Enrico ; Martynova, Natalya.
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  3. Accounting Noise and the Pricing of Cocos. (2018). van Wijnbergen, Sweder ; Spreij, Peter ; Derksen, Mike.
    In: Tinbergen Institute Discussion Papers.
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  4. Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities. (2018). Pennacchi, George ; Tchistyi, Alexei.
    In: 2018 Meeting Papers.
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  5. The Evolving Complexity of Capital Regulation. (2018). Herring, Richardj.
    In: Journal of Financial Services Research.
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  6. Comments on “The Evolving Complexity of Capital Regulation”. (2018). Hughes, Joseph.
    In: Journal of Financial Services Research.
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  7. Convertible bonds and bank risk-taking. (2018). Perotti, Enrico ; Martynova, Natalya.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:35:y:2018:i:pb:p:61-80.

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  8. Corporate bond clawbacks as contingent capital for banks. (2018). Ramirez, Gabriel ; Díaz, Fernando ; Liu, Liuling ; Diaz, Fernando.
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    RePEc:eee:finsta:v:37:y:2018:i:c:p:11-24.

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  9. The Evolving Complexity of Capital Regulation. (2018). Herring, Richardj.
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  10. On the Cash-Flow and Control Rights of Contingent Capital. (2018). Mitchell, Chris.
    In: ISER Discussion Paper.
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  11. Contagion in the CoCos market? A case study of two stress events. (2018). Segura, Anatoli ; miglietta, arianna ; Bologna, Pierluigi.
    In: Temi di discussione (Economic working papers).
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  12. Accounting Noise and the Pricing of CoCos. (2018). van Wijnbergen, Sweder ; Spreij, Peter ; Derksen, Mike.
    In: Papers.
    RePEc:arx:papers:1804.06890.

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  13. Pricing sovereign contingent convertible debt. (2018). Consiglio, Andrea ; Zenios, Stavros ; Tumminello, Michele.
    In: Papers.
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  14. Contingent Convertibles: Can the Market Handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera.
    In: Tinbergen Institute Discussion Papers.
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  15. Coco Design, Risk Shifting Incentives and Capital Regulation. (2017). van Wijnbergen, Sweder ; Chan, Stephanie.
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  16. Capital Regulation: Less Really Can Be More When Incentives Are Socially Aligned. (2017). Hughes, Joseph.
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  17. CoCo Issuance and Bank Fragility. (2017). Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Avdjiev, Stefan ; Bogdanova, Bilyana.
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  20. Macroprudential policy with convertible debt. (2017). Hollander, Hylton.
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  22. Contingent convertible bonds: Who invests in European CoCos?. (2017). Boermans, Martijn ; van Wijnbergen, Sweder.
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