Correlated risks vs contagion in stochastic transition models
Year of publication: |
2013
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Authors: | Gagliardini, Patrick ; Gouriéroux, Christian |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 37.2013, 11, p. 2241-2269
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Saved in:
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