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Uniting partners to cope with environmental uncertainty : disentangling the role of social capital in developing supply chain agility

Zhang, Liangqing; Pu, Xiaodie; Cai, Zhao; Liu, Hefu; … - In: Journal of purchasing and supply management 29 (2023) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014302359

Credit Risk Clustering in a Business Group : Which Matters More, Systematic or Idiosyncratic Risk?

Li, Feng - 2018

Understanding how defaults correlate across firms is a persistent concern in risk management. In this paper, we apply covariate-dependent copula models to assess the dynamics of credit risk dependence and its driving forces based on an empirical study of a business group in China. Our empirical...

Persistent link: https://www.econbiz.de/10012918508

Credit risk clustering in a business group : which matters more, systematic or idiosyncratic risk?

Li, Feng; He, Zhuojing - In: Cogent economics & finance 7 (2019) 1, pp. 1-23

Understanding how defaults correlate across firms is a persistent concern in risk management. In this paper, we apply covariate-dependent copula models to assess the dynamic nature of credit risk dependence, which we define as "credit risk clustering". We also study the driving forces of the...

Persistent link: https://www.econbiz.de/10012024047

The uncertainty estimation of feature-based forecast combinations

Wang, Xiaoqian; Kang, Yanfei; Petropoulos, Fotios; Li, Feng - In: Journal of the Operational Research Society 73 (2022) 5, pp. 979-993

Persistent link: https://www.econbiz.de/10013372960

Expectation or risk aversion when outward foreign direct investment firms invest in the belt and road : evidence from China

Guo, Jitao; Zhang, Bianxiu; Guo, Yingchi; Li, Feng - In: Research in international business and finance 62 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014248512

Good luck, bad luck, and risk taking : evidence from a natural experiment in the housing lottery

Li, Feng; Wang, Xintao; Lu, Ping - In: Economics letters 218 (2022), pp. 1-3

Persistent link: https://www.econbiz.de/10013466429

On the theory of labor supply with wage rate uncertainty

Menezes, Carmen F.; Wang, X. Henry - In: Seoul journal of economics 12 (1999) 3, pp. 227-238

Persistent link: https://www.econbiz.de/10001418584

Duality and consumption decisions under income and price risk

Menezes, Carmen F.; Wang, X. Henry; Bigelow, John Payne - In: Journal of mathematical economics 41 (2005) 3, pp. 387-405

Persistent link: https://www.econbiz.de/10002685001

On the risk-downside risk tradeoff

Menezes, Carmen F.; Wang, X. Henry - In: The Manchester School 72 (2004) 2, pp. 179-187

Persistent link: https://www.econbiz.de/10001955222

Duality and the Slutsky income and substitution effects of increases in wage rate uncertainty

Menezes, Carmen F.; Wang, X. Henry - In: Oxford economic papers 57 (2005) 3, pp. 545-557

Persistent link: https://www.econbiz.de/10002739959