Trade credit, sovereign risk and monetary policy in Europe

ABSTRACT: The purpose of this article is to analyze how sovereign risk influences the use of trade credit, both directly and through monetary policy. In addition, we test whether these effects differ during the crisis as compared to before the crisis. Using a sample of 45,864 Eurozone firms (2005-20...

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Detalles Bibliográficos
Autores: Cantero Saiz, María|||0000-0002-1442-3130, Sanfilippo Azofra, Sergio|||0000-0001-8941-2033, Torre Olmo, Begoña|||0000-0001-6081-9868, López Gutiérrez, Carlos|||0000-0003-1703-6440
Tipo de recurso: artículo
Fecha de publicación:2017
País:España
Institución:Universidad de Cantabria (UC)
Repositorio:UCrea Repositorio Abierto de la Universidad de Cantabria
Idioma:inglés
OAI Identifier:oai:repositorio.unican.es:10902/12632
Acceso en línea:http://hdl.handle.net/10902/12632
Access Level:acceso abierto
Palabra clave:Trade credit
Sovereign risk
Monetary policy
Descripción
Sumario:ABSTRACT: The purpose of this article is to analyze how sovereign risk influences the use of trade credit, both directly and through monetary policy. In addition, we test whether these effects differ during the crisis as compared to before the crisis. Using a sample of 45,864 Eurozone firms (2005-2012), we find that trade credit received increases when sovereign risk becomes higher, but only before the crisis. However, during the crisis, trade credit supply decreases as sovereign risk increases. Additionally, monetary restrictions only lead to an increase in trade credit in low or moderate sovereign risk countries.