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

Principal Investigator(s): View help for Principal Investigator(s) Galina Hale, UCSC; Julia Bevilaqua, Wharton; Eric Tallman, Unaffiliated

Version: View help for Version V1

Name	File Type	Size	Last Modified
PP_dataprep.do	text/x-stata-syntax	2.4 KB	07/21/2020 08:23:AM
PP_main.do	text/x-stata-syntax	11.4 KB	07/21/2020 08:23:AM
Replication documentation for PP.txt	text/plain	1.5 KB	07/21/2020 08:21:AM
ifs_codes.do	text/x-stata-syntax	7 KB	07/21/2020 08:23:AM
ratings_bond.do	text/x-stata-syntax	9.8 KB	07/21/2020 08:23:AM
sov.dta	application/x-stata	57.9 KB	07/21/2020 08:23:AM
sov_ratings.do	text/x-stata-syntax	5.6 KB	07/21/2020 08:23:AM

Project Citation:

Hale, Galina, Bevilaqua, Julia, and Tallman, Eric. Data and Code for: Corporate Yields: Effect of Credit Ratings and Sovereign Yields. Nashville, TN: American Economic Association [publisher], 2020. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2020-07-27. https://doi.org/10.3886/E120366V1

Project Description

Summary: 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

Scope of Project

Subject Terms: bond; debt; crisis

JEL Classification:
      F34 International Lending and Debt Problems
      F36 Financial Aspects of Economic Integration
      F52 National Security; Economic Nationalism
      F65 Economic Impacts of Globalization: Finance

Geographic Coverage: Global

Time Period(s): 1993 – 2017

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Published Versions

V1 [2020-07-27]

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DDI 2.5

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