Does geopolitical uncertainty affect leverage and debt maturity?: evidence from MIDAS regression

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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...

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Bibliographic Details
Main Authors:	Khoo, Joye, Cheung, Adrian
Format:	Conference Paper
Published:	2019
Online Access:	http://hdl.handle.net/20.500.11937/77318

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