Jorion is with the Paul Merage School of Business, University of California at Irvine, and Zhang is with the College of Business Administration, University of Missouri at St. Louis. The paper has benefited from comments and suggestions from participants at the NBER Conference on the Risk of Financial Institutions, the FDIC's Center for Financial Research Workshop, the Bank of Canada Conference on Fixed Income Markets, the 2008 WFA annual meeting, and the 2008 FMA annual meeting, and from Richard Cantor, Pierre Collin-Dufresne, Vicente Cunat, Sanjiv Das, Kay Giesecke, Jean Helwege, Robert Jarrow, as well as the editor. We thank the Markit Group Limited for providing the CDS data. Gaiyan Zhang gratefully acknowledges financial support from the FDIC's Center for Financial Research.
Credit Contagion from Counterparty Risk
Version of Record online: 28 SEP 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 5, pages 2053–2087, October 2009
How to Cite
JORION, P. and ZHANG, G. (2009), Credit Contagion from Counterparty Risk. The Journal of Finance, 64: 2053–2087. doi: 10.1111/j.1540-6261.2009.01494.x
- Issue online: 28 SEP 2009
- Version of Record online: 28 SEP 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!