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Government debt and corporate leverage

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Bibliographic Details
Summary:We empirically investigate the impact of government debt on corporate financing decisions in an international setting. We show a negative relation between government debt and corporate leverage using data on 40 countries between 1990–2014. This negative relation is stronger for government debt that is financed domestically, for firms that are larger and more profitable, and in countries with more developed equity markets. To address potential endogeneity concerns, we use an instrumental variable approach based on military spending and a quasi-natural experiment based on the introduction of the Euro currency. Our findings suggest that government debt crowds out corporate debt.
Main Authors:Demirci, Irem
Other Authors:Huang, Jennifer; Sialm, Clemens
Subject:Capital structure Crowding out Government debt Accounting Finance Economics and Econometrics Strategy and Management
Year:2019
Country:Portugal
Document type:article
Access type:open access
Associated institution:Universidade Nova de Lisboa
Language:English
Origin:Repositório Institucional da UNL
Description
Summary:We empirically investigate the impact of government debt on corporate financing decisions in an international setting. We show a negative relation between government debt and corporate leverage using data on 40 countries between 1990–2014. This negative relation is stronger for government debt that is financed domestically, for firms that are larger and more profitable, and in countries with more developed equity markets. To address potential endogeneity concerns, we use an instrumental variable approach based on military spending and a quasi-natural experiment based on the introduction of the Euro currency. Our findings suggest that government debt crowds out corporate debt.