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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title A simple model of credit contagion
Organization Unit
Authors
  • Daniel Egloff
  • Markus Leippold
  • Paolo Vanini
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Journal of Banking and Finance
Publisher Elsevier
Geographical Reach international
ISSN 0378-4266
Volume 31
Number 8
Page Range 2475 - 2492
Date 2007
Official URL http://www.sciencedirect.com/science/article/pii/S0378426607000301
Digital Object Identifier 10.1016/j.jbankfin.2006.10.023
Other Identification Number merlin-id:3450
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