Credit shock propagation along supply chains : evidence from the CDS market
Year of publication: |
2022
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Authors: | Agca, Senay ; Babich, Volodymyr ; Birge, John R. ; Wu, Jing |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 9, p. 6506-6538
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Subject: | CDS | credit risk | propagation | supply chains | supply networks | Lieferkette | Supply chain | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Schock | Shock |
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