Does the Cost of Private Debt Respond to Monetary Policy?

Published: 8 January 2020| Version 1 | DOI: 10.17632/yvrgnc3dzx.1
Contributors:
Massimo Guidolin, Valentina Massagli, Manuela Pedio

Description

The dataset constitutes the data source for the paper "Does the Cost of Private Debt Respond to Monetary Policy?" (Guidolin, Massagli, and Pedio, 2019). This is a hand-constructed dataset of corporate bond portfolio yield series, which is built relying on transactions reported and collected by the Trade Reporting and Compliance Engine (TRACE), a system managed by the Financial Industry Regulatory Authority (FINRA). Treasury data are instead retrieved from FRED.

Files

Institutions

  • Universita Bocconi

Categories

Finance

Licence