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 :
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