intrinsic to the capital market behaviour. Theoretically, the leverage of the firms appears to be a major determinant of the … volatility of prices and returns. At the same time, the leverage has also got a role at both levels: the capital structure of the … firm and the investors’ strategy. We examine the return and volatility in relation to leverage by considering different …

leverage in affecting the returns and the firm‘s share price volatility in relation to an Islamic finance perspective (IFP … analyzed based on econometric analysis. Dynamic GMM is used in order to correlate the firm‘s leverage to total assets with its … consider its own market with implications on its leverage policy in relation to the frequency-dependent strategy. …

We review the theory of leverage developed in collateral equilibrium models with incomplete markets. We explain how … leverage tends to boost asset prices, and create bubbles. We show how leverage can be endogenously determined in equilibrium …, and how it depends on volatility. We describe the dynamic feedback properties of leverage, volatility, and asset prices …

leverage, volatility and the riskless interest rate. We find that estimated coefficients for these variables are consistent … premia is approximately 23%. Volatility and leverage by themselves also have substantial explanatory power for credit default … data. We therefore conclude that leverage, volatility and the riskfree rate are important determinants of credit default …

This paper explores the link between the leverage of the US financial sector, of households and of non …-financial businesses, and real activity. We document that leverage is negatively correlated with the future growth of real activity, and … leverage series is more relevant for predicting future real activity than the information contained in any individual leverage …

This paper explores the link between the leverage of the US financial sector, of households and non …-financial businesses, and real activity. We document that leverage is negatively correlated with the future growth of real activity, and … leverage series is more relevant for predicting future real activity than the information contained in any individual leverage …