Does the Cost of Private Debt Respond to Monetary Policy?

Published: 8 January 2020| Version 1 | DOI: 10.17632/yvrgnc3dzx.1
Contributors:
,
, 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

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