Credit contagion and aggregate losses

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autoren

  • K. Giesecke
  • S. Weber

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Originalspracheundefiniert/unbekannt
FachzeitschriftJournal of Economic Dynamics and Control
PublikationsstatusVeröffentlicht - 2006

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Credit contagion and aggregate losses. / Giesecke, K.; Weber, S.
in: Journal of Economic Dynamics and Control, 2006.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Giesecke K, Weber S. Credit contagion and aggregate losses. Journal of Economic Dynamics and Control. 2006. doi: 10.1016/j.jedc.2005.01.004
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note = "Funding information: Giesecke acknowledges financial support by Deutsche Forschungsgemeinschaft via SFB 373. Weber acknowledges financial support by Deutsche Forschungsgemeinschaft via Graduiertenkolleg 251 and SFB 373. We would like to thank Boris Buchmann, Steffen Dereich, and Hans F{\"o}llmer for their comments. We are grateful to two anonymous referees for their extensive and detailed comments that were very helpful in the revision of the paper.",
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