Firms’ Management of Infrequent Shocks

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2020
Volume: 52
Issue: 6
Pages: 1329-1359

Authors (4)

BENJAMIN L. COLLIER (not in RePEc) ANDREW F. HAUGHWOUT (Federal Reserve Bank of New Yo...) HOWARD C. KUNREUTHER (not in RePEc) ERWANN O. MICHEL‐KERJAN (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine businesses’ financial management of a rare, severe event using detailed firm‐level data collected following Hurricane Sandy in the New York area. Credit played a prominent role in financing recovery; more negatively affected firms took on debt because of Sandy (39%) than received insurance payments (15%) in our data. Negatively affected firms were frequently credit constrained after the shock. We also find that the most credit‐constrained firms after the event, younger firms, and smaller firms, were the least likely to insure before it. Our findings align with the predictions of dynamic risk management theory (Rampini and Viswanathan 2010, 2013).

Technical Details

RePEc Handle
repec:wly:jmoncb:v:52:y:2020:i:6:p:1329-1359
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25