The Subprime Credit Crisis of 2007

By M. Crouhy, Robert A. Jarrow, Stuart M. Turnbull. 2008

213 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f2c413e0d214e18a0023fc4f32df6a689c0edd5d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. J. D. Farmer
2. T. Catanach
3. Fabio Caccioli
4. Kjersti Aas
5. Claudia Czado
6. Eike C. Brechmann
7. Frank H. Westerhoff
8. Jean-Philippe Bouchaud

In Finance

1. J. D. Farmer
2. T. Catanach
3. Fabio Caccioli
4. Kjersti Aas
5. Claudia Czado
6. Eike C. Brechmann
7. Frank H. Westerhoff
8. Cars H. Hommes

Citations in the corpus

• Heterogeneity, Correlations and Financial Contagion (2011, background): “and then propagated across different financial sectors all over the world [2], has highlighted the networked structure of the economic world.”
• Pair-Copula Constructions for Financial Applications: A Review (2016, background): “From a methodological viewpoint, a misconception of credit risk was a core reason for the financial crisis of 2008 [80].”