Does geopolitical uncertainty affect leverage and debt maturity?: evidence from MIDAS regression
We argue that geopolitical uncertainty affects market leverage and debt maturity and develop three hypotheses for this purpose. Using a mixed frequency dataset that consists of a new monthly index of geopolitical uncertainty and annual data of market leverage and debt maturity structure, we employ M...
| Main Authors: | , |
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| Format: | Conference Paper |
| Published: |
2019
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| Online Access: | http://hdl.handle.net/20.500.11937/77318 |