Reply: An Estimate of Convertible Bond Premiums

Edward H. Jennings

Journal of Financial and Quantitative Analysis, 1975, vol. 10, issue 2, 375-376

Abstract: In his comment [1] Professor Frankle raises four potential problems that may have had an influence on the empirical results that I obtained when testing my model describing convertible bond prices [2]. Two of the points are interrelated and do much to explain the problems with the original empirical work. The other two points probably did not have an influence on the final outcome.

Date: 1975
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