Credit risk contagion and the global financial crisis

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Credit risk contagion and the global financial crisis

Azusa Takeyama, Nick Constantinou, and Dmitri Vinogradov

(IMES discussion paper series, no. 2012-E-15)

Institute for Monetary and Economic Studies, Bank of Japan, [2012]

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注記

Cover title

"October 2012" -- Prelim. page

"This paper is one chapter of Azusa Takeyama's PhD thesis submitted to the University of Essex" -- Prelim. page

Chronology: p. 28-30

Includes bibliographical references (p. 25-27)

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