Risk contagion through defaults on trade bills
AbstractIntercompany credit is a transmission channel for business failure risk. Trade bill payment incidents reveal the interdependent links between sectors and their contagion risk potential when large amounts are involved.
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Bibliographic InfoArticle provided by Banque de France in its journal Quarterly selection of articles - bulletin de la Banque de France.
Volume (Year): (2006-2007)
Issue (Month): 06 (Winter)
contagion; risk diffusion; matching estimator; default rate; probability of default; defaults; payment incidents; trade bills; intercompany credit; trade credit balance.;
Find related papers by JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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- Boissay, Frédéric & Gropp, Reint, 2007.
"Trade credit defaults and liquidity provision by firms,"
Working Paper Series
0753, European Central Bank.
- Frederic Boissay & Reint Gropp, 2007. "Trade Credit Defaults and Liquidity Provision by Firms," Working Paper Series: Finance and Accounting 179, Department of Finance, Goethe University Frankfurt am Main.
- Mireille Bardos, 2007. "What is at stake in the construction and use of credit scores?," Computational Economics, Society for Computational Economics, vol. 29(2), pages 159-172, March.
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