Leverage versus volatility: Evidence from the Capital Structure of European Firms
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- el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017. "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, vol. 62(C), pages 145-160.
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More about this item
KeywordsVolatility; leverage; dynamic GMM; Wavelet Time–frequency analysis;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-09 (All new papers)
- NEP-BEC-2014-08-09 (Business Economics)
- NEP-FMK-2014-08-09 (Financial Markets)
- NEP-MAC-2014-08-09 (Macroeconomics)
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