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A simple model of credit contagion


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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42 citations in Web of Science®
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Additional indexing

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:19 Mar 2020 01:11
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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