interest rates

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European Central Bank (ECB) – Money Market Statistics

Creators: European Central Bank (ECB)
Publication Date: published continuously
Creators: European Central Bank (ECB)

The European Central Bank (ECB) publishes comprehensive money market statistics covering interest rates, trading volumes, and market conditions across different segments of the euro area money market, including secured and unsecured lending, derivatives, and foreign exchange swaps.

Replication Data: Why Is Dollar Debt Cheaper? Evidence from Peru

Creators: Bryan Gutierrez, Victoria Ivashina, and Juliana Salomao
Publication Date: 2023-04-04
Creators: Bryan Gutierrez, Victoria Ivashina, and Juliana Salomao

This dataset, hosted on Mendeley Data, contains the replication data for the study “Why Is Dollar Debt Cheaper? Evidence from Peru” (Gutierrez, Ivashina & Salomao, 2023, Journal of Financial Economics). It includes loan-level data from the Peruvian credit market used to examine why firms borrow in U.S. dollars at lower interest rates than in local currency, disentangling the roles of currency risk, lender characteristics, and borrower demand in driving the pricing differential between dollar-denominated and local-currency debt.

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