%0 Journal Article %1 Giesecke.Weber2004Cyclicalcorrelationscredit %A Giesecke, K. %A Weber, S. %D 2004 %I Elsevier %J Journal of Banking and Finance %K contagion systemicrisk %N 12 %P 3009--3036 %T Cyclical correlations, credit contagion, and portfolio losses %V 28

@article{Giesecke.Weber2004Cyclicalcorrelationscredit, added-at = {2009-09-18T15:57:40.000+0200}, author = {Giesecke, K. and Weber, S.}, biburl = {https://www.bibsonomy.org/bibtex/243dafa1fbf4cbddac5b718463d1dab2b/janlo}, collaborationtags = {JL SB systemic risk, JL SB FS contagion}, description = {JL: Studies Firms on a square lattice. They are equal in size and have the same number of business partners. (Connects to the voter model by the liquidity state variable either 1 or 0.) Ends with the final comment thay increased complexity (higher d on square lattices) reduces systemic risk.}, interhash = {c66b261161131fc16d9a58c22d8f73de}, intrahash = {43dafa1fbf4cbddac5b718463d1dab2b}, jlprojects = {systemic_risk}, journal = {Journal of Banking and Finance}, keywords = {contagion systemicrisk}, number = 12, pages = {3009--3036}, publisher = {Elsevier}, timestamp = {2009-09-18T15:57:40.000+0200}, title = {{Cyclical correlations, credit contagion, and portfolio losses}}, volume = 28, year = 2004 }