Corporate stock and bond return correlations and dynamic adjustments of capital structure
Year of publication: |
June-July 2015
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Authors: | Nieto Domenech, Belen ; Rodriguez, Rosa |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 42.2015, 5/6, p. 705-746
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Subject: | individual stock-bond correlation | leverage | idiosyncratic risk | economic cycles | speed of adjustment | target capital structure | Kapitalstruktur | Capital structure | Korrelation | Correlation | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Aktienmarkt | Stock market | Volatilität | Volatility | Anleihe | Bond | Börsenkurs | Share price | Schätzung | Estimation |
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