Corporate dollar debt and depreciations: All’s well that ends well?

B-Tier
Journal: Journal of Banking & Finance
Year: 2021
Volume: 130
Issue: C

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

Abstract

This paper explores the effect of depreciations on investment when firms hold foreign currency debt. The paper employs a novel database of stocks of foreign currency bonds issued by seven thousand firms from emerging economies in 2000–2015. The results indicate that currency depreciations exert a significant negative effect on balance sheets. A depreciation of 10 percent is associated with a ratio of capital expenditures to assets of between 0.3 and 0.6 percentage points less for firms with outstanding stocks of foreign currency bonds in the year following the depreciation. This result is robust to different inference techniques and to controlling for a large number of potential confounders.

Technical Details

RePEc Handle
repec:eee:jbfina:v:130:y:2021:i:c:s0378426621001448
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25