Financial Development, Default Rates and Credit Spreads

Alessandro Peri, O. Rachedi

Research output: Indexed journal article Articlepeer-review

78 Downloads (Pure)

Abstract

US corporate default rates increased dramatically from an annual average of 0.32% between 1950 and 1984 up to 1.65% since 1985. Meanwhile, credit spreads rose by just 6 basis points. We argue that financial development-intended as an exogenous reduction in the fixed cost of borrowing-accounts for this evidence. In a heterogeneous firm model financial development boosts both default rates and firms' expected recovery rates. These two effects offset each other, muting the change in the credit spreads. The model explains 63% of the rise in default rates and predicts a 6 basis point drop in the credit spreads.

Original languageEnglish
Pages (from-to)534-553
Number of pages20
JournalEconomic Journal
Volume130
Issue number626
DOIs
Publication statusPublished - 1 Feb 2020
Externally publishedYes

Fingerprint

Dive into the research topics of 'Financial Development, Default Rates and Credit Spreads'. Together they form a unique fingerprint.

Cite this