Leverage dynamics over the business cycle

A-Tier
Journal: Journal of Financial Economics
Year: 2016
Volume: 122
Issue: 1
Pages: 21-41

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Surprisingly little is known about the business cycle dynamics of leverage. The existing evidence documents that target leverage evolves pro-cyclically either for all firms or financially constrained ones. In contrast, we show that, on average, target leverage ratios evolve counter-cyclically once cyclicality is measured comprehensively, accounting for variation in explanatory variables and model parameters. These counter-cyclical dynamics are robust to different subsamples of firms, data samples, empirical models of leverage, and definitions of leverage. There is a fraction of 10–25% of firms with pro-cyclical dynamics whose characteristics are consistent with counter-cyclical dynamics for loss-given-default and probability of default.

Technical Details

RePEc Handle
repec:eee:jfinec:v:122:y:2016:i:1:p:21-41
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29