Data and Code for: Corporate Yields: Effect of Credit Ratings and Sovereign Yields

Version
1
Resource Type
Dataset
Creator
- Hale, Galina (UCSC)
- Bevilaqua, Julia (Wharton)
- Tallman, Eric (Unaffiliated)
Publication Date
2020-07-27
Free Keywords
bond; debt; crisis
Description
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Abstract
Data and code for the article in which we evaluate the importance of two sources of public information: bond ratings provided by rating agencies and sovereign yields of the issuer’s country for the pricing of private bonds issued in global markets.
Keywords: bond, debt, crisis
Temporal Coverage
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1993-01-01 / 2017-12-31Time Period: Fri Jan 01 00:00:00 EST 1993--Sun Dec 31 00:00:00 EST 2017
Geographic Coverage
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Global
Availability
Download
This study is freely available to the general public via web download.
Relations
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Is version of
DOI: 10.3886/E120366
Publications
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Bevilaqua, Julia, Galina Hale, and Eric Tallman. “Corporate Yields: Effect of Credit Ratings and Sovereign Yields.” AEA Papers and Proceedings 110 (May 1, 2020): 499–503. https://doi.org/10.1257/pandp.20201008.
- ID: 10.1257/pandp.20201008 (DOI)
Update Metadata: 2020-07-29 | Issue Number: 1 | Registration Date: 2020-07-29