[1] Albul, B., Jaffee, D.M. and Tchistyi, A., Contingent Convertible Bonds and Capital
Structure Decisions, Working paper, University of California, Berkeley (2010).
[2] Barucci, E., and Del Viva, L., Dynamic capital structure and the contingent capital option,
Annals of Finance, 9(3), 337-364, (2013).
[3] Black, F., and Cox, J., Valuing corporate securities: some effects of bond indenture provisions, Journal of Finance, 31, 351-367, (1976).
[4] Black, F., and Scholes, M., The pricing of options and corporate liabilities, Journal of
political economy, 81(3), 637-654, (1973).
[5] Delbaen, F., and Schachermayer, W., A General Version of the Fundamental Theorem
of Asset Pricing, Mathematische Annalen, 300 (1): 463-520, (1994).
[6] Flannery, M. J., No pain, no gain? Effecting market discipline via reverse convertible
debentures, Capital adequacy beyond Basel: Banking, securities, and insurance, 171-196
(2005).
[7] Glasserman, P., Nouri, B., Contingent capital with a capital-ratio trigger, Manag, Sci, 58,
1816-1833, (2012).
[8] Hackbarth, D., and Mauer, D. C., Optimal priority structure, capital structure, and
investment, Review of Financial Studies, 25(3), 747-796, (2012).
[9] Harrison, J., Michael, P., and Stanley R., Martingales and Stochastic integrals in the
theory of continuous trading, Stochastic Processes and Their Applications, 11 (3): 215-260,
(1981).
[10] Hilscher, J., and Raviv, A., Bank stability and market discipline: The effect of contingent
capital on risk taking and default probability, Journal of Corporate Finance, 29, 542-560,
(2014).
[11] Jensen, M. C., and Meckling, W. H., Bank Theory of the firm: Managerial behavior,
agency costs and ownership structure, Journal of Financial Economics, 3(4), 305-360, (1976).
[12] Koziol, C., and Lawrenz, J., Contingent convertibles: Solving or seeding then Ext banking
crisis, Journal of Banking and Finance, 36(1), 90-104, (2012).
[13] Leland, H. E., Corporate debt value, bond covenants and optimal capital structure decisions,
Journal of Finance, 49, 1213-1252, (1994).
[14] Leland, H. E., Agency costs, risk management, and capital structure, Journal of Financial
Economics, 53(4), 1213-1244 (1998).
[15] Mauer, D. C., and Ott, S. H.., Agency costs, underinvestment, and optimal capital structure: The effect of growth options to expand, pp. 311-340. New York: Oxford University
Press (2000).
[16] Merton, R. C., Theory of Rational Option Pricing, Bell Journal of Economics and Management Science 4 (1), 141-183 (1973).
[17] Merton, R. C., On the pricing of corporate debt: the risk structure of interest rates, Journal
of Finance, 29, 449-470 (1974).
[18] Myers, S. C., Determinants of corporate borrowing. Journal of Financial Economics, Journal of Financial Economics, 5(2), 147-175 (1977).
[19] Pennacchi, G., A structural model of contingent bank capital, University of Illinois, Urbana
Champaign (2010).
[20] Spiegeleer, Jan D. and Schoutens, W., Pricing Contingent Convertibles: A Derivatives
Approach, Department of Mathematics, Katholieke Universiteit Leuven (2011).
[21] Sundaresan, S., Wang, N., and Yang, J. Q., Dynamic investment, capital structure, and
debt overhang, Review of Corporate Finance Studies, 4(1), 1-42 (2015).
[22] Tan, Y. X., and Yang, Z. J., Growth option, contingent capital and agency conflicts, North
American Journal of Economics and Finance, 35 56-73 (2016).
[23] Tan, Y., and Yang, Z., contingent capital, capital structure and investment, North American
Journal of Economics and Finance, 35 56-73 (2016).
[24] Xiang, H., and Yang, Z., Investment timing and capital structure with loan guarantees,
Finance Research Letters, 13, 179-187 (2015).