%0 Journal Article %1 JOFI:JOFI1494 %A Jorion, Philippe %A Zhang, Gaiyan %D 2009 %I Blackwell Publishing Inc %J The Journal of Finance %K contagion counterparty credit risk systemic %N 5 %P 2053--2087 %R 10.1111/j.1540-6261.2009.01494.x %T Credit Contagion from Counterparty Risk %U http://dx.doi.org/10.1111/j.1540-6261.2009.01494.x %V 64

@article{JOFI:JOFI1494, added-at = {2011-04-05T12:02:50.000+0200}, author = {Jorion, Philippe and Zhang, Gaiyan}, biburl = {https://www.bibsonomy.org/bibtex/2b03c335e6442e40c5c0f6ab88d299570/mathieub}, doi = {10.1111/j.1540-6261.2009.01494.x}, interhash = {1fec0adcb7fc551a7945c3167f90589a}, intrahash = {b03c335e6442e40c5c0f6ab88d299570}, issn = {1540-6261}, journal = {The Journal of Finance}, keywords = {contagion counterparty credit risk systemic}, number = 5, pages = {2053--2087}, publisher = {Blackwell Publishing Inc}, timestamp = {2011-04-05T12:02:50.000+0200}, title = {Credit Contagion from Counterparty Risk}, url = {http://dx.doi.org/10.1111/j.1540-6261.2009.01494.x}, volume = 64, year = 2009 }