Good and Bad Credit Contagion: Evidence from Credit Default Swaps

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Financial Economics
Volume	84
DOIs	https://doi.org/10.1016/j.jfineco.2006.06.001
State	Published - Jan 6 2007

Disciplines

TY - JOUR

T1 - Good and Bad Credit Contagion: Evidence from Credit Default Swaps

AU - Jorion, Philippe

AU - Zhang, Gaiyan

PY - 2007/1/6

Y1 - 2007/1/6

UR - http://business.umsl.edu/files/pdfs/Zhang_Publication/JFE_CreditContagion.pdf

U2 - 10.1016/j.jfineco.2006.06.001

DO - 10.1016/j.jfineco.2006.06.001

M3 - Article

VL - 84

JO - Journal of Financial Economics

JF - Journal of Financial Economics

ER -