Title of article
A simple model of credit contagion
Author/Authors
Daniel Egloff، نويسنده , , Markus Leippold، نويسنده , , Paolo Vanini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
18
From page
2475
To page
2492
Keywords
Credit portfolio risk management , Contagion , Macroeconomic and microstructural interdependence
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194089
Link To Document