Does the Cost of Private Debt Respond to Monetary Policy?
收藏Mendeley Data2020-01-08 更新2026-04-09 收录
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资源简介:
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.
创建时间:
2020-01-08



