Corporate Dollar Debt and Depreciations: Much Ado About Nothing?

A-Tier
Journal: Review of Economics and Statistics
Year: 2008
Volume: 90
Issue: 4
Pages: 612-626

Authors (2)

Hoyt Bleakley (University of Michigan) Kevin Cowan (not in RePEc)

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

Emerging markets firms often carry foreign-currency debt on their balance sheets. Following a depreciation, the expanding "peso" value of "dollar" liabilities could, via a net-worth effect, offset the expansionary competitiveness effect. To assess which effect dominates, we use accounting data (including the currency composition of liabilities) for 450+ nonfinancial firms in five Latin American countries in the 1990s. We find that firms holding more dollar debt do not invest less than their peso-indebted counterparts following a depreciation. We also show that these firms match the currency denomination of their liabilities with the exchange rate sensitivity of their profits. Copyright by the President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Technical Details

RePEc Handle
repec:tpr:restat:v:90:y:2008:i:4:p:612-626
Journal Field
General
Author Count
2
Added to Database
2026-01-24