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Leverage as a predictor for real activity and volatility

Kollmann, Robert; Zeugner, Stefan - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1267-1283

Persistent link: https://www.econbiz.de/10009655682

Financial market perceptions of recession risk

King, Thomas B.; Levin, Andrew T.; Perli, Roberto - 2007

Persistent link: https://www.econbiz.de/10003828308

Historische versus fundamentale Betafaktoren : theoretische Grundlagen und empirische Ermittlungsverfahren

Becker, Thomas - 2000

Persistent link: https://www.econbiz.de/10001526729

Optimization of corporate capital structure : a probabilistic Bayesian approach

Philosophov, Leonid V.; Philosophov, Vladimir L. - In: International review of financial analysis 8 (1999) 3, pp. 199-214

Persistent link: https://www.econbiz.de/10001495519

Do credit spreads reflect stationary leverage ratios?

Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1957

Persistent link: https://www.econbiz.de/10001615438

Time-Varying Leverage Demand and Predictability of Betting-Against-Beta

Hedegaard, Esben - 2018

The leverage aversion theory implies that returns to the betting-against-beta (BAB) strategy are predictable by past …

Persistent link: https://www.econbiz.de/10012916920

Does Forecasted Operating Synergy Explain Merger-Induced Capital Structure?

Ismail, Ahmad - 2018

-off theory indicating that firms proactively alter their leverage towards a value-maximizing target. Results are confirmed using …

Persistent link: https://www.econbiz.de/10012918352

A stochastic volatility model with a general leverage specification

Catania, Leopoldo - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 678-689

Persistent link: https://www.econbiz.de/10013534044

Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models

Wong, T. C. - 2010

This paper studies the discriminatory power and calibration quality of the structural credit risk models under the 'exogenous default boundary' approach including those proposed by Longstaff and Schwartz (1995) and Collin-Dufresne and Goldstein (2001), and 'endogenous default boundary' approach...

Persistent link: https://www.econbiz.de/10013150869

Latent Accounting Growth, Corporate Financing Decisions, and Return Predictability

Oad Rajput, Suresh Kumar - 2014

-known asset pricing models and return anomalies. Consistent with the Q theory of investment, they create value up to three lags … businesses: Financial Flexibility, Short-term Credit, Long-term Capital Investment, Convertible Debt Usage, and Preferred Stock …

Persistent link: https://www.econbiz.de/10013066402