Dollar borrowing, firm credit risk, and FX-hedged funding opportunities

B-Tier
Journal: Journal of Corporate Finance
Year: 2021
Volume: 68
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

We explore the link between firms' dollar bond borrowing and their FX-hedged funding opportunities, as reflected in a positive corporate basis (the relative cost of local to synthetic currency borrowing). We first document that firms substitute domestic for dollar borrowing when the corporate basis widens. Additionally, we find that when these funding opportunities appear, the currency substitution is greater for highly rated firms. The willingness of highly rated firms to issue dollar bonds when the basis widens is stronger during periods of heightened demand for dollar-denominated safe assets.

Technical Details

RePEc Handle
repec:eee:corfin:v:68:y:2021:i:c:s0929119921000663
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25