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Managing inventory financing in a volatile market: A novel data-driven copula model
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Managing inventory financing in a volatile market: A novel data-driven copula model (2022)Managing inventory financing in a volatil…Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case (2020)Predicting the impacts of epi…Innovative “Bring-Service-Near-Your-Home” operations under Corona-Virus (COVID-19/SARS-CoV-2) outbreak: Can logistics become the Messiah? (2020)Innovative “Bring-Service-Nea…A model of supply‐chain decisions for resource sharing with an application to ventilator allocation to combat COVID ‐19 (2020)A model of supply‐chain decis…Trade Credit, Risk Sharing, and Inventory Financing Portfolios (2016)Trade Credit, Risk Sharing, a…Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2016)Time-Varying Systemic Risk: E…Selecting and estimating regular vine copulae and application to financial returns (2012)Selecting and estimating regu…Financing the Newsvendor: Supplier vs. Bank, and the Structure of Optimal Trade Credit Contracts (2012)Financing the Newsvendor: Sup…Securitized banking and the run on repo (2011)Securitized banking and the r…Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Financing newsvendor inventory (2008)Financing newsvendor inventoryPair-copula constructions of multiple dependence (2007)Pair-copula constructions of …Defaultable debt, interest rates and the current account (2005)Defaultable debt, interest ra…Inventory Management with Asset-Based Financing (2004)Inventory Management with Ass…Collateral and Competitive Equilibria with Moral Hazard and Private Information (1987)Collateral and Competitive Eq…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A review of copula models for economic time series (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Trade Credit: Theories and Evidence (1997)Supply Chain Coordination with Contracts (2003)Supply chain finance: A systematic literature review and bibliometric analysis (2018)Green credit financing versus trade credit financing in a supply chain with carbon emission limits (2020)An Introduction to Copulas (1999)Extreme Correlation of International Equity Markets (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Truncated regular vines in high dimensions with application to financial data (2012)The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Credit Rationing in Markets with Imperfect Information (1981)Investment Under Uncertainty. (1994)Perspectives in supply chain risk management (2006)The impact of digital technology and Industry 4.0 on the ripple effect and supply chain risk analytics (2018)A digital supply chain twin for managing the disruption risks and resilience in the era of Industry 4.0 (2020)Viability of intertwined supply networks: extending the supply chain resilience angles towards survivability. A position paper motivated by COVID-19 outbreak (2020)Viable supply chain model: integrating agility, resilience and sustainability perspectives—lessons from and thinking beyond the COVID-19 pandemic (2020)Optimal contracts and competitive markets with costly state verification (1979)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Sourcing from Suppliers with Financial Constraints and Performance Risk (2015)Trade Credit and Supplier Competition (2016)Who Should Finance the Supply Chain? Impact of Credit Ratings on Supply Chain Decisions (2017)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Investment, Capacity Utilization and the Real Business Cycle (1986)Foundations of International Macroeconomics (1997)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Default Risk and Income Fluctuations in Emerging Economies (2008)From Financial Crash to Debt Crisis (2011)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Securitization without risk transfer (2012)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 2020Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case2,407 cited
  • 2007Pair-copula constructions of multiple dependence2,082 cited
  • 2011Securitized banking and the run on repo1,728 cited
  • 2005Defaultable debt, interest rates and the current account800 cited
  • 2012Selecting and estimating regular vine copulae and application to financial returns764 cited
  • 2012Financing the Newsvendor: Supplier vs. Bank, and the Structure of Optimal Trade Credit Contracts757 cited
  • 2004Inventory Management with Asset-Based Financing646 cited
  • 2016Trade Credit, Risk Sharing, and Inventory Financing Portfolios565 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
  • 2020Innovative “Bring-Service-Near-Your-Home” operations under Corona-Virus (COVID-19/SARS-CoV-2) outbreak: Can logistics become the Messiah?388 cited
  • 2008Financing newsvendor inventory383 cited
  • 1987Collateral and Competitive Equilibria with Moral Hazard and Private Information

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330 cited
  • 2016Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads321 cited
  • 2020A model of supply‐chain decisions for resource sharing with an application to ventilator allocation to combat COVID ‐19185 cited
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