Adjustment dynamics between broker-dealer leverage and stock market : a threshold cointegration analysis
Year of publication: |
2021
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Authors: | Ahmed, M. Iqbal ; Farah, Quazi Fidia |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 1, p. 121-144
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Subject: | Broker-dealer leverage | Stock prices | Boom-bust cycles | Cointegration | Threshold | Kointegration | Börsenkurs | Share price | Kapitalstruktur | Capital structure | Aktienmarkt | Stock market | Konjunktur | Business cycle | Schätzung | Estimation |
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