"Good and Bad Credit Contagion: Evidence from Credit Default Swaps" by Philippe Jorion

Faculty Selected Works of Gaiyan Zhang

Follow Contact

Article

Good and Bad Credit Contagion: Evidence from Credit Default Swaps

Journal of Financial Economics (2007)

Philippe Jorion, University of California, Irvine
Gaiyan Zhang, University of Missouri–St. Louis

Link

Disciplines

Economics and
Finance

Publication Date

January 6, 2007

DOI

10.1016/j.jfineco.2006.06.001

Citation Information

Philippe Jorion and Gaiyan Zhang. "Good and Bad Credit Contagion: Evidence from Credit Default Swaps" Journal of Financial Economics Vol. 84 Iss. 3 (2007) p. 860 - 883
Available at: http://works.bepress.com/gaiyan-zhang/30/