The Korean financial crisis and the soft budget constraint

Michael Alexeev, Sunghwan Kim

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

A panel of Korean firms is used to test for the soft budget constraint (SBC) in bank lending before and after the 1997-1998 financial crisis. SBC is present if a firm can borrow from its bank despite being in financial distress, which we define by a low Altman's z-score. We find that prior to 1997 financially distressed firms were able to borrow while after the crisis their ability to borrow declined substantially. We also demonstrate that SBC was a significant factor in the firms' propensity to default during the crisis.

Original languageEnglish
Pages (from-to)178-193
Number of pages16
JournalJournal of Economic Behavior and Organization
Volume68
Issue number1
DOIs
StatePublished - Oct 2008

Keywords

  • Asian financial crisis
  • Corporate governance
  • Soft budget constraint

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