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An Empirical Examination of Poison Puts on U.S. Corporate Debt
Thesis

An Empirical Examination of Poison Puts on U.S. Corporate Debt

鄭艾芬
Masters, 國立清華大學, 科技管理研究所
2005

Abstract

Poison Put
Poison puts have been introduced in recent years due to the wave of corporate restructuring in the 1980s’. At the time, investors started to concern event risk and invest in poison put. First of all, this study examines if there exist the covenant bundles. Then the study also examines characteristics of firms who issue poison puts, and the development on poison put with time series, base on the larger samples and longer period than previous studies. Additionally, we compare the difference between regular put and poison put. The fifth part is that we want to know if investors really exercise poison puts. Finally, we like to give a method to price the bond with a poison put.

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