Credit contagion and aggregate losses

Journal of Economic Dynamics and Control

Volumn 30, Issue 5, 2006, Pages 741-767

  Giesecke, Kay ^a   Weber, Stefan ^b  

^a Cornell University   (United States)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Business partner network; Credit contagion; Credit portfolio loss distribution; Portfolio loss volatility; Voter model

Indexed keywords

EID: 33645955582     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2005.01.004     Document Type: Article

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