Data for: Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies

Published: 08-03-2021| Version 1 | DOI: 10.17632/x4tnrh5rj2.1
Ramon Marimon,
Gaetano Gaballo


Dataset briefly described in Section 4.2 of "Breaking the Spell with Credit-Easing: Self-Con rming Credit Crises in Competitive Search Economies" by Gaetano Gaballo and Ramon Marimon (August, 2020) Excel file from the dataset – complied by Viktor Marinkov (EUI PhD, Oxford University)– contains information on - Cumulative net losses with respect to the original pool balance - Interest rates and total amounts in US dollars These information are collected for each tranche for several issuers in the automotive sector. The final dataset encompasses information on issuers for which both interest rates, amounts and cumulative losses are available. This is why the sample is slightly reduced with respect to the separate figures for Interest Rates and Cumulative Losses. The list includes: BMW Vehicle Lease Trust CarMax Auto Owner Trust Ford credit Auto Owner Trust Harley-Davidson Motorcycle Trust Honda Auto Receivables Owner Trust Hyundai Auto Receivables Trust Nissan Lease Trust Nissan Auto Receivables Owner Trust World Omni Auto Receivables Trust The data are collected from prospectuses publicly available online. The major source utilized is where the majority of observations are available.