Egloff, Daniel; Leippold, Markus; Vanini, Paolo (2007). A simple model of credit contagion. Journal of Banking and Finance, 31(8):2475-2492.
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| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Social Sciences & Humanities > Finance
Social Sciences & Humanities > Economics and Econometrics |
| Language: | English |
| Date: | August 2007 |
| Deposited On: | 30 Jul 2014 07:29 |
| Last Modified: | 24 Jan 2022 04:31 |
| Publisher: | Elsevier |
| ISSN: | 0378-4266 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1016/j.jbankfin.2006.10.023 |
| Official URL: | http://www.sciencedirect.com/science/article/pii/S0378426607000301 |
| Other Identification Number: | merlin-id:3450 |
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Egloff, Daniel