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Collateral and yield spread of syndicated loans

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We examine factors that influence the use of collateral in syndicated loans and explore debt contract theories under adverse selection and moral hazard. Using a probit model (Agresti, 2007) to analyse syndicated loan data (1987-2007) for firms in the United States, we find that loan and borrower specific factors and general economic conditions as well are significant in explaining the presence of collateral in these loans.

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