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The Euro is Good After All: Evidence from Corporate Valuations

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Author Info
Bris, Arturo
Koskinen, Yrjö
Nilsson, Mattias

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Abstract

In this Paper we study the changes in corporate valuation induced by the formation of Economic and Monetary Union (EMU) in Europe. We use corporate-level data from ten countries that adopted the euro, the three EU countries that did not join EMU, as well as Norway and Switzerland. We show that the introduction of the euro has increased Tobin's Q-ratios in EMU countries by 7.4%. The effects prevail even if we account for the decrease in long-term interest rates. The increases in Tobin's Q are larger for firms that are ex-ante expected to benefit more, i.e. firms from countries that had weak currencies and firms that were exposed to intra-European currency risks. Finally, the increases are also more significant for firms that are financially unconstrained. The evidence provided here supports the view that the introduction of the euro has lowered firms' cost of capital in EMU-countries.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 3910.

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Date of creation: May 2003
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Handle: RePEc:cpr:ceprdp:3910

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Related research
Keywords: cost of capital; currency risk; currency union; economic and monetary union (EMU); the euro; valuation;

Find related papers by JEL classification:
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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  1. Karin Jõeveer & Peter Tóth, 2006. "Does the Introduction of the Euro affect the Debt-Equity Choice?," Keele Economics Research Papers KERP 2006/22, Centre for Economic Research, Keele University. [Downloadable!]
  2. Baggs, Jennifer & Brander, James A., 2005. "Trade Liberalization, Profitability, and Financial Leverage," Analytical Studies Branch Research Paper Series 2005256e, Statistics Canada, Analytical Studies Branch. [Downloadable!]
    Other versions:
  3. Baggs, Jennifer & Brander, James A., 2005. "Libéralisation des échanges, rentabilité et levier financier," Direction des études analytiques : documents de recherche 2005256f, Statistics Canada, Direction des études analytiques. [Downloadable!]
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This page was last updated on 2009-11-25.


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