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Data · dataset · 2020

Does the Cost of Private Debt Respond to Monetary Policy?

Listed in Teesside University Research Data Repository

The dataset constitutes the data source for the paper "Does the Cost of Private Debt Respond to Monetary Policy?" (Guidolin, Massagli, and Pedio, 2019).

Description

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.

Links

Where it is published

Catalogue records · 1

Topics

From keywords
Earth & Environmental Science · Economics & Finance · Finance
Provenance · 1 source records, 8 field assertions
SourceKeyLast seenRaw
Teesside University Research Data Repositoryoai:data.mendeley.com/yvrgnc3dzx.110 h agoJSON v1
FieldAssertionExtractorEvidence
access_levelsource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].anzsrc:field:350202mapping · researchdata tees ac ukvocabulary-mapper@1.0.0keywords['Finance']
concepts[field].local:field:earth-environmentalmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:economics-financemapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
descriptionsource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/description
licensesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/rights
publication_datesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
titlesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/title