gesis-ssoar-22133

Property	Value
?:abstract	We study a simple, solvable model that allows us to investigate effects of credit contagion on the default probability of individual firms, in both portfolios of firms and on an economy wide scale. While the effect of interactions may be small in typical (most probable) scenarios they are magnified, due to feedback, by situations of economic stress, which in turn leads to fatter tails in loss distributions of large loan portfolios. (xsd:string)
?:contributor	<https://data.gesis.org/gesiskg/resource/gesis-ssoar-22133_Hatchett_Jon> <https://data.gesis.org/gesiskg/resource/gesis-ssoar-22133_Kuehn_Reimer>
?:dateModified	2009 (xsd:gyear)
?:datePublished	2009 (xsd:gyear)
?:doi	10.1080/14697680802464162 ()
?:duplicate	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-22133_gesis-ssoar-22133>
?:hasFulltext	true (xsd:boolean)
is ?:hasPart of	<https://data.gesis.org/gesiskg/resource/>
?:inLanguage	en (xsd:string)
?:isPartOf	<https://data.gesis.org/gesiskg/resource/Quantitative_Finance>
?:issueNumber	4 (xsd:string)
?:linksDOI	<https://doi.org/10.1080/14697680802464162>
?:linksURN	<http://nbn-resolving.de/urn%3Anbn%3Ade%3A0168-ssoar-221335>
is ?:mainEntity of	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-22133_gesis-ssoar-22133>
?:name	Credit contagion and credit risk (xsd:string)
?:provider	<http://www.peerproject.eu/> <https://data.gesis.org/gesiskg/resource/SSOAR_-_Social_Science_Open_Access_Repository>
?:publicationType	Zeitschriftenartikel (xsd:string) journal_article (en)
?:sourceInfo	GESIS-SSOAR (xsd:string) In: Quantitative Finance, 9, 2009, 4, 373-382 (xsd:string)
rdf:type	<https://schema.org/ScholarlyArticle>
?:url	<http://www.ssoar.info/ssoar/handle/document/22133>
?:urn	urn:nbn:de:0168-ssoar-221335 ()
?:volumeNumber	9 (xsd:string)