The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information.

A-Tier
Journal: Review of Economics and Statistics
Year: 1996
Volume: 78
Issue: 3
Pages: 375-83

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Financing constraints can arise when there are important information asymmetries in financial markets. Using Canadian panel data, the authors reject a symmetric information specification of investment behavior in favor of an agency cost specification in which the shadow cost of finance can diverge from the market interest rate. The authors' empirical estimates suggest that shocks to net worth, as reflected in the risky spread and firm-specific balance sheet variables, can dramatically increase the shadow cost of finance. Tests which draw on distinctive institutional features of the Canadian economy show that it is firms in a weak informational position which tend to be responsible for this result. Copyright 1996 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:78:y:1996:i:3:p:375-83
Journal Field
General
Author Count
2
Added to Database
2026-01-26