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Twin-Rate Uncertainty, Debt and Investment Decisions – Evidence from Dow Jones Panel Data

Wang, Chien-Jen - 2011

This article modifies the intertemporal optimization model proposed by Bo and Sterken (2002) by considering firm debt composition to derive a more suitable physical investment function and evaluates how twin-rate(i.e., interest rate and exchange rate) uncertainty, derived from the issuance of...

Persistent link: https://www.econbiz.de/10013123240