Data and Code for: Corporate Yields: Effect of Credit Ratings and Sovereign Yields
- Hale, Galina (UCSC)
- Bevilaqua, Julia (Wharton)
- Tallman, Eric (Unaffiliated)
AbstractData 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
1993-01-01 / 2017-12-31Time Period: Fri Jan 01 00:00:00 EST 1993--Sun Dec 31 00:00:00 EST 2017
Is version of
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