A transmissão de risco de crédito em cadeia de suprimentos

Authors

  • Ricardo Reolon Jorge Universidade Federal do ABC
  • Julio F. B. Facó
  • Alexandre Andrade Acácio

DOI:

https://doi.org/10.20397/2177-6652/2017.v17i2.1105

Keywords:

Cadeia de suprimentos, risco de crédito, calçados de couro

Abstract

O presente artigo tem por objetivo analisar a potencial transmissão de risco de crédito entre o comércio e a indústria na cadeia brasileira de calçados de couro. Para tal utilizaram-se as médias mensais da probabilidade de inadimplência de empresas do período de janeiro de 2008 a julho de 2013. Análises de séries temporais, testes de raiz unitária de Dickey Fuller Aumentado (ADF) e de Kwiatkowski, Phillips, Schmidt e Shin (KPSS), teste de cointegração de Johansen, modelo vetorial de correção de erros (VECM), causalidade de Granger, decomposição de erros da variância e função de resposta de impulso foram utilizados. Os resultados mostraram a existência de uma transmissão unidirecional do risco – da indústria para o comércio, bem como seu equilíbrio de longo prazo, confirmando a relevância da análise do risco de crédito das empresas em um contexto ampliado e que inclua os demais elos das cadeias de suprimentos.

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Published

2017-08-31

How to Cite

Jorge, R. R., Facó, J. F. B., & Acácio, A. A. (2017). A transmissão de risco de crédito em cadeia de suprimentos. Journal of Management & Technology, 17(2), 134–159. https://doi.org/10.20397/2177-6652/2017.v17i2.1105

Issue

Vol. 17 No. 2 (2017): Maio/Agosto

Section

ARTIGO

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