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Who drove the boom in euro-denominated bond issues?

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Author Info
Galina Hale
Mark M. Spiegel

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Abstract

We make use of micro-level data for over 45,000 private bonds issued by over 5000 firms from 22 countries in 1990-2006 to analyze the impact that the launch of the EMU had on the currency denomination of the bond issues. To our knowledge, ours is the first systematic analysis of issue at the micro level. The use of the micro data allows us to distinguish between the response to the advent of the euro by new and seasoned bond issuers, and to condition on other issue characteristics. We find that the impact on new issuers is larger than on seasoned issuers and that most of the increase in the euro-denominated bond issuance was along the "extensive" margin. Insofar as new entrants to the bond market will define the overall currency composition in the long run, these results imply that aggregate studies might be underestimating the euro effect. We also find that to a large extent the increase in euro issuance was "at the expense" of U.S. dollar issuance, suggesting that the euro competes with the U.S. dollar as a currency of choice for international financial transactions.

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Paper provided by Federal Reserve Bank of San Francisco in its series Working Paper Series with number 2008-20.

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Date of creation: 2008
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Handle: RePEc:fip:fedfwp:2008-20

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Keywords: Bond market ; Euro;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Melnik, Arie & Nissim, Doron, 2006. "Issue costs in the Eurobond market: The effects of market integration," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 157-177, January. [Downloadable!] (restricted)
  2. Chinn, Menzie D. & Ito, Hiro, 2006. "What matters for financial development? Capital controls, institutions, and interactions," Journal of Development Economics, Elsevier, vol. 81(1), pages 163-192, October. [Downloadable!] (restricted)
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  3. Barry Eichengreen & Pipat Luengnaruemitchai, 2004. "Why Doesn't Asia Have Bigger Bond Markets?," NBER Working Papers 10576, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. João A. C. Santos & Kostas Tsatsaronis, 2003. "The cost of barriers to entry: evidence from the market for corporate euro bond underwriting," BIS Working Papers 134, Bank for International Settlements. [Downloadable!]
  5. Coeurdacier, Nicolas & Martin, Philippe, 2006. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," ESSEC Working Papers DR 06020, ESSEC Research Center, ESSEC Business School. [Downloadable!]
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  6. Galina Hale & Joao A. C. Santos, 2008. "Do banks price their informational monopoly?," Working Paper Series 2008-14, Federal Reserve Bank of San Francisco. [Downloadable!]
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  7. Lane, Philip R, 2005. "Global Bond Portfolios and EMU," MPRA Paper 654, University Library of Munich, Germany, revised 15 Feb 2006. [Downloadable!]
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  8. Mark M. Spiegel, 2004. "Monetary and financial integration: evidence from the EMU," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 6. [Downloadable!]
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  1. Galina Hale & Mark M. Spiegel, 2008. "The EMU effect on the currency denomination of international bonds," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Sep 26. [Downloadable!]
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