Putable/callable/reset bonds: Intermarket arbitrage with unpleasant side effects

Journal of Derivatives

Volumn 6, Issue 4, 1999, Pages 88-93

  Kalotay, Andrew J ^a   Abreo, Leslie A ^a  

^a Andrew Kalotay Associates Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 47049091606     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1999.319132     Document Type: Article

References (3)

1. Boyce, W.M., and A.J. Kalotay. "Tax Differentials and Callable Bonds." Journal of Finance, 34, 4 (1979), pp. 825-838.
2. Desroches, P. "Current Accounting Projects." Speech delivered at the 1998 Twenty-Sixth Annual National Conference on Current SEC Developments, December 8, 1998.
3. Nabisco, Inc., Prospectus Supplement for $1 billion putable/callable/reset bonds, January 15, 1998.