The effect of neglecting the slope parameters' heterogeneity on dynamic models of corporate capital structure

DOI10.1080/14697688.2011.572903MaRDI QIDQ5745642zbMATH OpenOpenAlexFDO

Authors Maria Elena Bontempi, Roberto Golinelli

Publication date 30 January 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2011.572903

zbMATH Keywords

time series analysiscorporate financeheterogeneity of agents

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

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Cited in

(3)

• Asymmetric peer effects in capital structure dynamics
• Earnings mean reversion and dynamic optimal capital structure
• The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach

Describes a project that uses

Uses Software

• xtabond2
• Stata

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