A multilevel index of heterogeneous short-term and long-term debt dynamics
Year of publication: |
2020
|
---|---|
Authors: | Bontempi, Maria Elena ; Bottazzi, Laura ; Golinelli, Roberto |
Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 64.2020, p. 1-38
|
Subject: | Corporate capital structure | Firms' heterogeneity | Short- and long-term debt ratios | Speed of adjustment | Panel data | Unit roots and cointegration | Kapitalstruktur | Capital structure | Panel | Panel study | Theorie | Theory | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
-
Long-run linkages of ASEAN+3 floating currencies
Rufino, Cesar C., (2018)
-
Mean reverting financial leverage : theory and evidence from Pakistan
Ahsan, Tanveer, (2016)
-
Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya, (1999)
- More ...
-
Bontempi, Maria Elena, (2015)
-
Bontempi, Maria Elena, (2015)
-
Bontempi, Maria Elena, (2015)
- More ...