The long-run impact of sovereign yields on corporate yields in emerging markets

B-Tier
Journal: Journal of International Money and Finance
Year: 2023
Volume: 130
Issue: C

Authors (3)

Li, Delong (not in RePEc) Magud, Nicolas E. (International Monetary Fund (I...) Werner, Alejandro (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze the long-run impact of sovereign yields on corporate yields of the same country, finding that, for emerging markets, the average pass-through is around one. The pass-through is larger in countries with greater sovereign risk and where sovereign bonds are more liquid. The pass-through is also greater for corporate bonds with lower ratings, shorter maturities, and those issued by financial companies and government-related firms. Our results support theoretical arguments that corporate and sovereign yields are linked together through credit risk and liquidity premiums. Consequently, high sovereign risk can slowdown growth by persistently increasing private sector borrowing costs.

Technical Details

RePEc Handle
repec:eee:jimfin:v:130:y:2023:i:c:s0261560622001516
Journal Field
International
Author Count
3
Added to Database
2026-01-25