Online Appendix for Credit Risk Propagation along Supply Chains: Evidence from the CDS Market

40 Pages Posted: 14 Jan 2019

See all articles by Senay Agca

Senay Agca

George Washington University - School of Business, Department of Finance

Volodymyr Babich

McDonough School of Business, Georgetown University

John R. Birge

University of Chicago - Booth School of Business

Jing Wu

City University of Hong Kong College of Business

Date Written: January 2, 2019

Abstract

This is the online appendix for Credit Risk Propagation Along Supply Chains: Evidence from the CDS Market.

Full paper available at: https://ssrn.com/abstract=3078752.

Keywords: Supply Chains, CDS Contagion, Multi-Tier Supply Networks, Credit Risk

JEL Classification: E43, E51, G12, G14, G23, G24, G32, L11, L22

Suggested Citation

Agca, Senay and Babich, Volodymyr and Birge, John R. and Wu, Jing, Online Appendix for Credit Risk Propagation along Supply Chains: Evidence from the CDS Market (January 2, 2019). Georgetown McDonough School of Business Research Paper No. 3309206. Available at SSRN: https://ssrn.com/abstract=3309206 or http://dx.doi.org/10.2139/ssrn.3309206

Senay Agca

George Washington University - School of Business, Department of Finance ( email )

2201 G Street
Funger Hall 505
Washington, DC 20052
United States
202-994-9209 (Phone)
202-994-5014 (Fax)

HOME PAGE: http://sites.google.com/site/senayagcaweb/

Volodymyr Babich

McDonough School of Business, Georgetown University ( email )

3700 O Street, NW
Washington, DC 20057
United States

John R. Birge

University of Chicago - Booth School of Business ( email )

5807 S. Woodlawn Avenue
Chicago, IL 60637
United States

Jing Wu (Contact Author)

City University of Hong Kong College of Business ( email )

Tat Chee Avenue
Kowloon Tong
Kowloon
Hong Kong

HOME PAGE: http://www.jingwulab.org

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