Leverage versus volatility : evidence from the capital structure of European firms
AbdelKader O. el Alaoui, Obiyathulla Ismath Bacha, Mansur Masih, Mehmet Asutay
| Year of publication: |
April 2017
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|---|---|
| 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
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| Subject: | Volatility | Leverage | Islamic stocks | Mean-variance efficient frontier | Dynamic GMM | Wavelet time-frequency coherence analysis | Volatilität | Kapitalstruktur | Capital structure | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries | Zustandsraummodell | State space model | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.11.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813362