Author

Contributions

  • Razin, Assaf. - Contributor
  • Tong, Hui. - Contributor
  • National Bureau of Economic Research. - Contributor

Publication

2007 - National Bureau of Economic Research, Cambridge, Mass, Massachusetts

Language

English

Word Count

7,500 words, Guess

Page Count

30 pages

Identifiers

Description

This paper addresses how creditor protection affects the volatility of stock market prices. Credit protection reduces the probability of oscillations between binding and non-binding states of the credit constraint; thereby lowering the rate of return variance. We test this prediction of a Tobin's q model, by using cross-country panel regression on stock price volatility in 40 countries over the period from 1984 to 2004. Estimated probabilities of a liquidity crisis are used as a proxy for the probability that credit constraints are binding. We find support for the hypothesis that institutions that help reduce the probability of oscillations between binding and non-binding states of the credit constraint also reduce asset price volatility.

Subjects

Links

Other Editions

  • Credit constraints and stock price volatilityNational Bureau of Economic Research2007-01-01

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!