Leverage versus volatility : evidence from the capital structure of European firms
Year of publication: |
April 2017
|
---|---|
Authors: | Alaoui, Abdelkader O. el ; Obiyathulla Ismath Bacha ; Mansur Masih ; Asutay, Mehmet |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 62.2017, p. 145-160
|
Subject: | Volatility | Leverage | Islamic stocks | Mean-variance efficient frontier | Dynamic GMM | Wavelet time-frequency coherence analysis | Volatilität | Kapitalstruktur | Capital structure | Aktienmarkt | Stock market | EU-Staaten | EU countries | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Zustandsraummodell | State space model | ARCH-Modell | ARCH model |
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