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Buyout Activity: The Impact of Aggregate Discount Rates

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Posted by Matthew Plosser, Federal Reserve Bank of New York, on Tuesday, August 30, 2016
Editor's Note: Matthew C. Plosser is an Economist in the Financial Intermediation Function at the Federal Reserve Bank of New York. This post is based on a forthcoming article by Mr. Plosser, Valentin Haddad, Assistant Professor of Economics at Princeton University, and Erik Loualiche, Assistant Professor of Finance at the MIT Sloan School of Management.

Leveraged buyouts are a powerful tool to alter incentives in firms and improve their corporate governance. Despite these benefits, the use of the buyout transaction varies wildly over time. In the U.S., peak buyout years exhibit close to one hundred public-to-private transactions and trough years as few as ten. What explains this dramatic time-variation in activity? Prior literature and the popular press largely focus on how the cost of debt impacts buyout activity, as debt is a key input to the buyout transaction. Another popular explanation is a periodical form of irrational exuberance for buyouts.

In Buyout Activity: The Impact of Aggregate Discount Rates (forthcoming, Journal of Finance), we argue that these approaches miss the forest for the trees: the overall cost of capital, rather than debt alone, is the primary driver of buyout activity. We document that common changes in the cost of debt and the cost of equity—also known as the aggregate risk premium—best explain booms and busts in buyout activity. We also outline the economic mechanisms by which the risk premium influence the buyout decision.

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