Securitization Without Risk Transfer, Journal of Financial Economics, 107(3), March 2013, 515-536
Bank-level Asset Backed Commercial Paper Data:
These data sets contain information conduit-level information on asset backed commercial paper (ABCP) by sponsoring financial institution.
Please consult the pdf-file for a description of the data sets and the variable definitions. Please reference the published paper, which contains details on the construction and usage of the data sets.
Variable Description:
pdf file
ABCP by Sponsor and Quarter-Year:
STATA file
Bank-level Exposure to ABCP (end of 2006):
STATA file
ABCP Sponsor Bankscope Matching Data:
STATA file
Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during
the Financial Crisis of 2007-2009, IMF Economic Review, 58(1), August 2010, 37-73
Country-level Asset Backed Commercial Paper Data:
This data set contains information conduit-level information on asset backed commercial paper (ABCP) by country.
Please consult the pdf-file for a description of the dat set and the variable definitions. Please reference the published paper, which contains details on the construction and usage of the data sets.
Variable Description:
pdf file
ABCP by Country and Year:
STATA file
Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data, Review of Economic Studies, 107(3), forthcoming
This data set contains information on lending and exports of Peruvian firms. Please consult the pdf-file for a description of the dat set and the variable definitions. Please reference the published paper, which contains details on the construction and usage of the data sets.
Code and Data:
pdf file
Data:
STATA data files
Do Files:
STATA do files