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Credit contagion and aggregate losses

Journal of Economic Dynamics and Control, 30(5): 741--767, 2006.
Authors: Kay Giesecke and Stefan Weber
URL: http://www.sciencedirect.com/science/article/B6V85-4GFV5DB-1/1/f43e0b6aa118cf039ba92f954a257532
Tags: Credit contagion
| URL | BibTeX  
@article{Giesecke2006b,
title = {Credit contagion and aggregate losses},
author = {Kay Giesecke and Stefan Weber},
journal = {Journal of Economic Dynamics and Control},
month = {May},
number = {5},
pages = {741--767},
url = {http://www.sciencedirect.com/science/article/B6V85-4GFV5DB-1/1/f43e0b6aa118cf039ba92f954a257532},
volume = {30},
year = {2006},
keywords = {Credit contagion }
}