A simple model of credit contagion

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Vanini, Paolo; Egloff, Daniel; Leippold, Markus (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
Language:	English
Date:	August 2007
Deposited On:	30 Jul 2014 07:29
Last Modified:	18 Feb 2018 13:14
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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