Abstracts - faqs.org

Abstracts

Business

Search abstracts:
Abstracts » Business

An empirical reconciliation of the Miller model and the generalized capital structure models

Article Abstract:

Miller's (1977) capital structure model is shown to be compatible with the generalized capital structure models introduced between 1970 and 1985 by using time series techniques to differentiate between long-run tendencies and short-run dynamics. It is demonstrated that the Miller model represents a long-run equilibrium, covering the period 1970-85, since deviations from its equilibrium returns to an almost-zero mean.

Author: Simon, David P.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1996
Models, Equilibrium (Economics), Capital

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Are TIPS the "real" deal?: a conditional assessment of their role in a nominal portfolio

Article Abstract:

The bivariate GARCH methodology is used to examine the time-varying correlations between US Treasury Inflation Protected Securities and nominal bonds returns.

Author: Simon, David P., Hunter, Delroy M.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Inflation-indexed bonds, Inflation indexed bonds

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Relative default rates on corporate loans and bonds

Article Abstract:

The variations in loan and bond default rates among non-financial corporate issuers in United States are examined.

Author: Cantor, Richard, Emery, Kenneth M.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Commodity & service prices, Prices and rates, Bank loans, Company pricing policy

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Subjects list: United States, Comparative analysis, Corporate bonds
Similar abstracts:
  • Abstracts: Clonal identification of multipotent precursors from adult mouse pancreas that generate neural and pancreatic lineages
  • Abstracts: Modelling conditional heteroscedasticity and jumps in Australian short-term interest rates. A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia
  • Abstracts: Active investment manager portfolios and preferences for stock characteristics. Stock preferences and derivative activities of Australian fund managers
  • Abstracts: The arbitrage-free valuation and hedging of demand deposits and credit card loans. Sovereign debt and the London Club: a precommitment device for limiting punishment for default
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
Some parts © 2025 Advameg, Inc.