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The cost of barriers to entry: evidence from the market for corporate euro bond underwriting

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Author Info
João A. C. Santos (Federal Reserve Bank of New York)
Kostas Tsatsaronis

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Abstract

The advent of the euro has eroded many of the barriers that segmented the European corporate bond market along currency lines and given rise to a unified market comparable in size to the one denominated in US dollars. In doing so, the new currency has made it easier for investment banks to explore scale economies in the provision of underwriting services, lowered the entry barriers to this industry, and made it easier for European borrowers to benefit from scope economies by combining their purchasing of commercial and investment banking services. This paper shows that the arrival of the euro led to a reduction in the underwriting fees of corporate bonds issued in the new currency and that this reduction was largely due to greater contestability of the investment banking business in the post-EMU European market. Our paper also shows that the elimination of market segmentation led to a migration of underwriting business towards the larger international investment banking houses, particularly those from the United States, rather than an intensification of the business links between euro area borrowers and bankers from the same country. Moreover, borrowers that chose American investment banks appear to have made extra savings in the underwriting fees. Finally, our analysis shows that these fee savings were not overcome by an increase in the credit spreads of these borrowers' bonds at issue date. Altogether, these results suggest that borrowers attach more weight to placing capacity than to business relationships in the choice of an underwriter.

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Publisher Info
Paper provided by Bank for International Settlements in its series BIS Working Papers with number 134.

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Length: 33 pages
Date of creation: Sep 2003
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Handle: RePEc:bis:biswps:134

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Related research
Keywords: market segmentation; corporate bond underwriting; euro;

Find related papers by JEL classification:
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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  1. De Fiore, Fiorella & Uhlig, Harald, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?," CEPR Discussion Papers 5213, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in Eurobond Market: The Effects of Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004 48, Money Macro and Finance Research Group. [Downloadable!]
  3. Walter Waschiczek, 2004. "The Role of Corporate Bonds for Finance in Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 39-52, December. [Downloadable!]
  4. Mark M. Spiegel, 2008. "Monetary and financial integration in the EMU: Push or pull?," Working Paper Series 2008-11, Federal Reserve Bank of San Francisco. [Downloadable!]
  5. Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration," ICER Working Papers 03-2004, ICER - International Centre for Economic Research. [Downloadable!]
  6. Fiorella De Fiore & Harald Uhlig, 2005. "Bank finance versus bond finance: what explains the differences between US and Europe?," SFB 649 Discussion Papers SFB649DP2005-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  7. Marco Pagano & Ernst-Ludwig von Thadden, 2004. "The European Bond Markets under EMU," CSEF Working Papers 126, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
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  8. Michael G. Kollo, 2005. "Underwriter competition and gross spreads in the eurobond market," Working Paper Series 550, European Central Bank. [Downloadable!]
  9. Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio, 2003. "Government bonds in domestic and foreign currency: the role of macroeconomic and institutional factors," Policy Research Working Paper Series 2986, The World Bank. [Downloadable!]
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  10. Paul Lejot & Douglas Arner & Liu Qiao, 2004. "Making Markets: Reforms to Strengthen Asia's Debt Capital Markets," Working Papers 132004, Hong Kong Institute for Monetary Research. [Downloadable!]
  11. Denise Côté & Christopher Graham, 2007. "Corporate Balance Sheets in Developed Economies: Implications for Investment," Working Papers 07-24, Bank of Canada. [Downloadable!]
  12. Luigi Zingales & Raghuram G. Rajan, 2003. "Banks and Markets: The Changing Character of European Finance," NBER Working Papers 9595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. Galina Hale & Mark M. Spiegel, 2008. "Who drove the boom in euro-denominated bond issues?," Working Paper Series 2008-20, Federal Reserve Bank of San Francisco. [Downloadable!]
  14. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003. [Downloadable!]
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  15. Mark Carey & Greg Nini, 2004. "Is the corporate loan market globally integrated? a pricing puzzle," International Finance Discussion Papers 813, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  16. Jong, A. de & Roosenboom, P.G.J. & Schramade, W.L.J., 2005. "Bond underwriting fees and keiretsu affiliation in Japan," Research Paper ERS-2005-038-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
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