Cyclical correlations, credit contagion, and portfolio losses
| Year of publication: |
2004
|
|---|---|
| Authors: | Giesecke, Kay ; Weber, Stefan |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 12, p. 3009-3036
|
| Publisher: |
Elsevier |