Replication Data: Collateral Eligibility of Corporate Debt in the Eurosystem

Open Dataset
Creators:
Loriana Pelizzon , Zorka Simon , Max Riedel , Marti G. Subrahmanyam
Publication Date:
22 December 2023
Data Category:
Dataset Description:
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.
Publications Citing This Dataset:
Collateral eligibility of corporate debt in the Eurosystem, Loriana Pelizzon, Max Riedel, Zorka Simon, and Marti G. Subrahmanyam, March 2024, https://www.sciencedirect.com/science/article/pii/S0304405X23002179, https://doi.org/10.1016/j.jfineco.2023.103777
Variables:
Details:
collateral eligibility corporate bonds Eurosystem
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