@article{publication-3450,
	author={Egloff, Daniel and Leippold, Markus and Vanini, Paolo},
	doi={10.1016/j.jbankfin.2006.10.023},
	issn={0378-4266},
	journal={Journal of Banking and Finance},
	number=8,
	pages={2475-2492},
	publisher={Elsevier},
	title={A simple model of credit contagion},
	volume=31,
	year=2007,
}