Modeling the credit contagion channel and its consequences via the standard portfolio credit risk model
Yongwoong Lee; Ser-huang Poon
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Yong Woong ; Poon, Ser-Huang |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 10.2014, 1, p. 33-61
|
| Subject: | Firmenkundengeschäft | Corporate banking | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect | Welt | World |
| 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/10010373355