Business Commons^™

Securing Repo: Counterparty Risk And Collateral Supply Effects In The Tri-Party Repo Market, Stephen H. Frank

Doctoral Dissertations (DBA)

I examine the co-variance between tri-party repurchase agreement (repo) spreads and proxies for collateral values and counterparty risk. Since the Global Financial Crisis of 2008 (GFC), the Federal Reserve (Fed) has taken measures to mitigate repo market instability. These measures have collectively placed the Fed astride repo markets as ongoing borrower, lender and purchaser of US Treasury and Agency securities. By analyzing the relationships between repo spreads, the US 10-year yield and the TED spread, I assess the effectiveness of Fed measures to mitigate repo market instability. Using multiple breakpoint Bai-Perron regression and Markov Switching tests, I find that these …

Gender Differences In The Impact Of Worklife On Executives’ Psychological Health, Marcus B. Mueller

WCBT Faculty Publications

The Impact of Worklife on Executives’ Psychological Health Purpose: This is the first scientific research studying the impact of worklife factors on executives’ psychological health by gender. The study has a particular focus on the factors of ‘Community’ and ‘Work-life balance’.

Design: Survey data were collected from N=481 senior executives to measure seven worklife factors and psychological health. Standardized regression analysis was performed for each worklife in a regression model predicting psychological health by gender.

Findings: Results showed significant differences between female and male senior executives in the profiles of seven worklife factors in terms of their relationship with …

The Coronavirus Shopping Anxiety Scale: Initial Validation And Development, Ruchika Sachdeva

WCBT Faculty Publications

Purpose

The purpose of this study is to develop a scale to measure coronavirus shopping anxiety. Numerous studies have developed a scale for measuring coronavirus anxiety and fear, notably absent is a concerted effort to review and assess the impact of coronavirus on the shopping anxiety of consumers. This scale fulfills this gap.

Design/methodology/approach

The steps taken for checking the various psychometrics of the scale include item generation, followed by exploratory factor analysis (EFA) through SPSS and confirmatory factor analysis through AMOS. The data were collected from over 208 respondents.

Findings

This study resulted in the development of a nine-item …