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:  View help for 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:  View help for Subject Terms bond; debt; crisis
JEL Classification:  View help for 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:  View help for Geographic Coverage Global
Time Period(s):  View help for Time Period(s) 1993 – 2017


Related Publications

Download this project

Published Versions

V1 [2020-07-27]

Export Metadata

Dublin Core

DDI 2.5

Report a Problem

Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.

This material is distributed exactly as received from the data depositor. As of April 2026, depositors are required to submit study materials in accessible formats. ICPSR has not reviewed, checked, or processed this material. For additional information about the study, please contact the investigator(s) directly. If you have questions about the accessibility of materials distributed by ICPSR or require further assistance, please visit ICPSR's Accessibility Center.