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Investment-cash flow sensitivities, credit rationing and financing constraints

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Author Info
Becchetti , Leonardo (Faculty of Economics, University of Rome "Tor Vergata")
Castelli , Annalisa (Faculty of Economics, University of Rome "Tor Vergata")
Hasan, Iftekhar () (Lally School of Management and Technology, Rensselaer Polytechnic Institute, Troy, NY 12180-3590 and Bank of Finland Research)

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Abstract

The controversy over whether investment-cash flow sensitivity is a good indicator of financing constraints is still unresolved. We tackle it from several different angles and cross-validate our analysis with both balance sheet and qualitative data on self-declared credit rationing and financing constraints. Our qualitative information shows that (self-declared) credit rationing is (weakly) related to both traditional a priori factors – such as firm size, age and location – and lenders’ rational decisions based on their credit risk models. We use our qualitative information on firms that were denied credit to provide evidence relevant to the investment-cash flow sensitivity debate. Our results show that self-declared credit rationing significantly discriminates between firms that do and do not have such sensitivity, whereas a priori criteria do not. The same result does not apply when we consider the wider group of financially constrained firms (which do not seem to have a higher investment-cash flow sensitivity), which supports the more recent empirical evidence in this direction.

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Paper provided by Bank of Finland in its series Research Discussion Papers with number 15/2008.

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Length: 64 pages
Date of creation: 24 Jun 2008
Date of revision:
Handle: RePEc:hhs:bofrdp:2008_015

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Postal: Bank of Finland, P.O. Box 160, FI-00101 Helsinki, Finland
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Related research
Keywords: financing constraints; credit rationing; investment/cash flow sensitivity;

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Find related papers by JEL classification:
D92 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Firm Choice and Growth, Investment, or Financing
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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  1. Kinnunen, Helvi, 2008. "Government funds and demographic transition – alleviating ageing costs in a small open economy," Research Discussion Papers 21/2008, Bank of Finland. [Downloadable!]
  2. Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari, 2008. "Macro-model-based stress testing of Basel II capital requirements," Research Discussion Papers 17/2008, Bank of Finland. [Downloadable!]
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