Credit Market Speculation and the Cost of Capital

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2014
Volume: 6
Issue: 4
Pages: 1-34

Authors (2)

Yeon-Koo Che (not in RePEc) Rajiv Sethi (Columbia University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We examine the effect of speculation using credit derivatives on the cost of debt and the likelihood of default. The availability of credit default swaps induces investors who are optimistic about borrower revenues to sell protection instead of buying bonds. This benefits borrowers if protection can only be bought with an insurable interest, but can increase the cost of debt and crowd out productive lending if protection can be purchased as a bet on default. We also show that the possibility of speculation on default may cause multiple equilibria and exacerbate the problem of rollover risk.

Technical Details

RePEc Handle
repec:aea:aejmic:v:6:y:2014:i:4:p:1-34
Journal Field
General
Author Count
2
Added to Database
2026-01-25