%0 Journal Article %1 Giesecke2004a %A Giesecke, Kay %A Weber, Stefan %D 2004 %J Journal of Banking & Finance %K Cyclical correlation %N 12 %P 3009--3036 %T Cyclical correlations, credit contagion, and portfolio losses %U http://www.sciencedirect.com/science/article/B6VCY-4BFXV40-3/1/bc59a2dabdf9fdd5bc2482857b867f88 %V 28

@article{Giesecke2004a, added-at = {2008-04-22T13:53:19.000+0200}, author = {Giesecke, Kay and Weber, Stefan}, biburl = {https://www.bibsonomy.org/bibtex/221f6d4ecc3b87ca294ee1c34b487c729/smicha}, description = {Journal of Banking & Finance}, interhash = {c66b261161131fc16d9a58c22d8f73de}, intrahash = {21f6d4ecc3b87ca294ee1c34b487c729}, journal = {Journal of Banking \& Finance}, keywords = {Cyclical correlation}, month = Dec, number = 12, pages = {3009--3036}, timestamp = {2008-04-22T13:57:30.000+0200}, title = {Cyclical correlations, credit contagion, and portfolio losses}, url = {http://www.sciencedirect.com/science/article/B6VCY-4BFXV40-3/1/bc59a2dabdf9fdd5bc2482857b867f88}, volume = 28, year = 2004 }