Modeling Credit Contagion Via the Updating of Fragile Beliefs -- Online Appendix
Year of publication: |
2015
|
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Authors: | Benzoni, Luca |
Other Persons: | Collin-Dufresne, Pierre (contributor) ; Goldstein, Robert S. (contributor) ; Helwege, Jean (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Risikoprämie | Risk premium | Eurozone | Euro area |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2555693 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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