%0 Journal Article %1 Egloff2007 %A Egloff, Daniel %A Leippold, Markus %A Vanini, Paolo %D 2007 %J Journal of Banking & Finance %K credit-risk credit-risk-concentration %N 8 %P 2475--2492 %T A simple model of credit contagion %U http://www.sciencedirect.com/science/article/B6VCY-4MWXPV4-9/1/2bc3aec17f3afa2bfa73ae28f0db94b1 %V 31

@article{Egloff2007, added-at = {2019-12-04T14:54:14.000+0100}, author = {Egloff, Daniel and Leippold, Markus and Vanini, Paolo}, biburl = {https://www.bibsonomy.org/bibtex/2abb516c017d758af883c52ebce4867a8/nonancourt}, description = {Journal of Banking & Finance}, interhash = {91fe113d25fb849c8bc1231f5694c793}, intrahash = {abb516c017d758af883c52ebce4867a8}, journal = {Journal of Banking \& Finance}, keywords = {credit-risk credit-risk-concentration}, month = aug, number = 8, pages = {2475--2492}, timestamp = {2019-12-04T14:54:14.000+0100}, title = {A simple model of credit contagion}, url = {http://www.sciencedirect.com/science/article/B6VCY-4MWXPV4-9/1/2bc3aec17f3afa2bfa73ae28f0db94b1}, volume = 31, year = 2007 }