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

Version
V0
Resource Type
Dataset
Creator
  • Hale, Galina (UCSC)
  • Bevilaqua, Julia (Wharton)
  • Tallman, Eric (Unaffiliated)
Publication Date
2020-07-27
Free Keywords
bond; debt; crisis
Description
  • 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
  • 1993-01-01 / 2017-12-31
    Time Period: Fri Jan 01 00:00:00 EST 1993--Sun Dec 31 00:00:00 EST 2017
Geographic Coverage
  • Global
Availability
Download
This study is freely available to the general public via web download.
Relations
  • Has version
    DOI: 10.3886/E120366V1
Publications
  • 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

Hale, Galina; Bevilaqua, Julia; Tallman, Eric (2020): Data and Code for: Corporate Yields: Effect of Credit Ratings and Sovereign Yields. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E120366