collateral eligibility

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Replication Data: Collateral Eligibility of Corporate Debt in the Eurosystem

Creators: Loriana Pelizzon , Zorka Simon , Max Riedel , Marti G. Subrahmanyam
Publication Date: 22 December 2023
Creators: Loriana Pelizzon , Zorka Simon , Max Riedel , Marti G. Subrahmanyam

This dataset, hosted on Mendeley Data, contains the replication data for the study “Collateral Eligibility of Corporate Debt in the Eurosystem” (Pelizzon, Riedel, Simon & Subrahmanyam, 2024, Journal of Financial Economics). It includes bond-level data used to examine how the European Central Bank’s collateral eligibility decisions for corporate debt affect bond prices, yields, and liquidity in the euro area corporate bond market.

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