Does the Cost of Private Debt Respond to Monetary Policy?

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.

Categories

Keyword(s)

License

CC BY 4.0