Results 111 to 120 of about 34,635 (206)
Abstract Research Summary Corporate social performance depends not only on a firm's behavior but also on the behavior of its suppliers. What management strategies improve the social performance of suppliers? Scholarship on inter‐firm relations and regulatory governance debates the efficacy of threatening to penalize suppliers, compared with more ...
Matthew Amengual, Greg Distelhorst
wiley +1 more source
Building credible commitments via board ties: Evidence from the supply chain
Abstract Research Summary Using a novel dataset that provides a comprehensive coverage of U.S. firms' industrial supply chain relationships, we find that firms with innovation specific to a buyer are more likely to share a common director with that buyer. This association is stronger when the buyer has a larger number of alternative suppliers.
Rebecca N. Hann, Musa Subasi, Yue Zheng
wiley +1 more source
How does risk information dissemination affect risk contagion in the interbank market? [PDF]
Li Z, Liu X.
europepmc +1 more source
Estimating Hedge Fund Leverage: A Three‐Step Estimation Protocol
ABSTRACT Utilizing a micro‐level hedge fund dataset, we propose a methodology for estimating hedge fund leverage. Initially, we perform a Principal Component Analysis on a set of 49 risk factors for dimension deduction purposes. After acquiring 10 Principal Components, we deploy the Least Absolute Shrinkage and Selection Operator regression (Lasso) per
Ariston Karagiorgis, Konstantinos Drakos
wiley +1 more source
TYPOLOGY OF CREDIT RISK IN ECONOMY [PDF]
Today, many techniques are known regarding credit risk management, starting from traditional techniques of risk exposure assessment, aimed at limiting excessive concentration at the level of the debtor, sector of activity, industrial branch, etc., until ...
Marinela BARBULESCU, Alina HAGIU
doaj
A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]
Choi SY, Veng S, Kim JH, Yoon JH.
europepmc +1 more source
CVA calculation for CDS on super senior ABS CDO [PDF]
The way monoline insurers estimate the FAS 157 credit value adjustments (CVA) on their ABS CDO insurance portfolios vastly overstates the benefits. We propose a simple method that is more accurate, especially when the counterparty default risk is high ...
Li, Hui
core +1 more source

