Work

Credit Contagion from Counterparty Risk

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1396733

Authors: Philippe Jorion, Gaiyan Zhang

Institutions: University of California, Irvine, University of Missouri–St. Louis

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2139761977

Cites: 25

Cited by: 56

Related to: 10