Browsing NHH Brage by Author "Sivertsen, Torgeir Rødsten"

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Design matters: an event study of CoCo bond offering announcements : how does design affect equity and credit markets perception of CoCo’s?

Duhonj, Borjan; Sivertsen, Torgeir Rødsten (Master thesis, 2016)

This thesis performs an event study on contingent convertible (CoCo) bond offering announcements made in the period 2009-2016. Using a sample of 95 announcements from 39 European banks and a standard event study methodology, ...