Modeling credit contagion via the updating of fragile beliefs
Luca Benzoni; Pierre Colin-Dufresne; Robert S. Goldstein; Jean Helwege
| Year of publication: |
2015
|
|---|---|
| Authors: | Benzoni, Luca ; Colin-Dufresne, Pierre ; Goldstein, Robert S. ; Helwege, Jean |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 7, p. 1960-2008
|
| Subject: | Anleihe | Bond | Ansteckungseffekt | Contagion effect | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Theorie | Theory | Eurozone | Euro area | 2001-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011376098