Using variance decompositions in vector auto-regressions (VARs) we model a high-dimensional network of European CDS spreads to assess the transmission of credit risk to the non-financial corporate sector. Our findings suggest a sectoral clustering in the CDS network, where financial institutions...

Purpose: The aim of the paper is to develop a concept for implementing supply chain risk management (SCRM) in crisis situations based on recommendations for action. Methodology: The paper utilizes a mixed-method approach based on a systematic literature review and an interview study to analyze...