Good and bad credit contagion : evidence from credit default swaps
Year of publication: |
2007
|
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Authors: | Jorion, Philippe ; Zhang, Gaiyan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 84.2007, 3, p. 860-883
|
Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | USA | United States | 2001-2004 |
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