Credit contagion from counterparty risk
Philippe Jorion and Gaiyan Zhang
| Year of publication: |
2009
|
|---|---|
| Authors: | Jorion, Philippe ; Zhang, Gaiyan |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 64.2009, 5, p. 2053-2087
|
| Subject: | Insolvenz | Insolvency | Ankündigungseffekt | Announcement effect | Ansteckungseffekt | Contagion effect | Kapitaleinkommen | Capital income | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Kreditrisiko | Credit risk | Gläubiger | Creditors | USA | United States | 1999-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003899586