Replication Data: Why Is Dollar Debt Cheaper? Evidence from Peru
Creators:
Bryan Gutierrez, Victoria Ivashina, and Juliana Salomao
Publication Date:
2023-04-04
Data Category:
Dataset Description:
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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