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Optimal Capital Structure and Risk Management Policies of Banks That Use CoCo Futures to Hedge Financial-Sector Risk
Robert S. Goldstein
, Fan Yang
Finance
Research output
:
Contribution to journal
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Article
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peer-review
1
Scopus citations
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Dive into the research topics of 'Optimal Capital Structure and Risk Management Policies of Banks That Use CoCo Futures to Hedge Financial-Sector Risk'. Together they form a unique fingerprint.
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Keyphrases
Hedging
100%
Risk Management Policy
100%
Optimal Capital Structure
100%
Capital Risk
100%
Contingent Convertibles
100%
Financial Sector Risk
100%
Structure Management
100%
Policy Tools
25%
Leverage Ratio
25%
Futures Contracts
25%
High Leverage
25%
Capital Structure Decisions
25%
Equity Value
25%
Default Rate
25%
Risk Capital
25%
Bank Bailouts
25%
Probability of Default
25%
Macroprudential Policy
25%
Risk Management Structure
25%
Bank Value
25%
Bank Default
25%
Shadow Banking
25%
State of Nature
25%
Microprudential Policy
25%
Economics, Econometrics and Finance
Financial Services
100%
Capital Structure
100%
Risk Management
100%
Bailout
25%
Informal Finance
25%