Jiacheng Chen

University of Zurich - Department Finance

Schönberggasse 1

Zürich, 8001

Switzerland

Climate Asset Management

43 Whitfield Street

London

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

116

TOTAL CITATIONS

0

Scholarly Papers (1)

From Credit Spread of CoCo Bonds to Franchise Value

Swiss Finance Institute Research Paper No. 107
Number of pages: 31 Posted: 12 Dec 2024 Last Revised: 13 Jan 2025
Jiacheng Chen and Walter Farkas
University of Zurich - Department Finance and University of Zurich - Department Finance
Downloads 80 (676,296)

Abstract:

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Franchise value, Risk propensity, Capital level, CoCo bond

From Credit Spread of Coco Bonds to Franchise Value

Number of pages: 30 Posted: 13 Feb 2025
Jiacheng Chen and Walter Farkas
University of Zurich - Department Finance and University of Zurich - Department Finance
Downloads 36 (1,007,200)

Abstract:

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Franchise value, Risk propensity, Capital level, CoCo bond