Credit contagion and aggregate losses

Research output: Contribution to journal › Article › Research › peer review

Authors

  • K. Giesecke
  • S. Weber

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Original languageUndefined/Unknown
JournalJournal of Economic Dynamics and Control
Publication statusPublished - 2006

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

Research output: Contribution to journal › Article › Research › 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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title = "Credit contagion and aggregate losses",
author = "K. Giesecke and S. Weber",
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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Download

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AU - Giesecke, K.

AU - Weber, S.

N1 - 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 Föllmer 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.

PY - 2006

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JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

SN - 0165-1889

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