{"id":"https://openalex.org/W2006059199","doi":"https://doi.org/10.1016/j.eswa.2005.09.032","title":"Bank as a liquidity provider and interest rate discovery: An option-based optimization","display_name":"Bank as a liquidity provider and interest rate discovery: An option-based optimization","publication_year":2005,"publication_date":"2005-10-18","ids":{"openalex":"https://openalex.org/W2006059199","doi":"https://doi.org/10.1016/j.eswa.2005.09.032","mag":"2006059199"},"language":"en","primary_location":{"id":"doi:10.1016/j.eswa.2005.09.032","doi":"https://doi.org/10.1016/j.eswa.2005.09.032","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2005.09.032","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-c","cwts-core","dongbi-c","doyens","fnege-3","jufo-2","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005775041","display_name":"Chuen-Ping Chang","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I107470533","display_name":"Tamkang University","ror":"https://ror.org/04tft4718","country_code":"TW","type":"education","lineage":["https://openalex.org/I107470533"]},{"id":"https://openalex.org/I144999699","display_name":"Taiwan Shoufu University","ror":"https://ror.org/055zdhj54","country_code":"TW","type":"education","lineage":["https://openalex.org/I144999699"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Chuen-Ping Chang","raw_affiliation_strings":["Department of Information Manangement, Diwan College of Manangement, 87-1, Nanshih Li, Madou Tainan, Taiwan, ROC","Graduate Institute of Management Sciences, Tamkang University, Tamsui Campus, Tamsui, Taipei, Taiwan, ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Manangement, Diwan College of Manangement, 87-1, Nanshih Li, Madou Tainan, Taiwan, ROC","institution_ids":["https://openalex.org/I144999699"]},{"raw_affiliation_string":"Graduate Institute of Management Sciences, Tamkang University, Tamsui Campus, Tamsui, Taipei, Taiwan, ROC","institution_ids":["https://openalex.org/I107470533"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020088500","display_name":"Jyh-Horng Lin","orcid":"https://orcid.org/0000-0003-1561-4948","observed_orcids":["https://orcid.org/0000-0003-1561-4948"]},"institutions":[{"id":"https://openalex.org/I107470533","display_name":"Tamkang University","ror":"https://ror.org/04tft4718","country_code":"TW","type":"education","lineage":["https://openalex.org/I107470533"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Jyh-Horng Lin","raw_affiliation_strings":["Graduate Institute of International Business, Tamkang University, Tamsui Campus, Tamsui, Taipei, Taiwan, ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate Institute of International Business, Tamkang University, Tamsui Campus, Tamsui, Taipei, Taiwan, ROC","institution_ids":["https://openalex.org/I107470533"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5005775041"],"corresponding_institution_ids":["https://openalex.org/I107470533","https://openalex.org/I144999699"],"apc_list":{"value":3500,"currency":"USD","value_usd":3500},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":"31","issue":"2","first_page":"360","last_page":"369"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.0034000000450760126,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.0015999999595806003,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/loan-commitments","display_name":"loan commitments","score":0.7590000033378601},{"id":"https://openalex.org/keywords/bank-loan-interest-rates","display_name":"bank loan interest rates","score":0.5529999732971191},{"id":"https://openalex.org/keywords/capital-market-imperfections","display_name":"capital market imperfections","score":0.8989999890327454},{"id":"https://openalex.org/keywords/external-financing-needs","display_name":"external financing needs","score":0.9309999942779541},{"id":"https://openalex.org/keywords/bank-default-risk","display_name":"bank default risk","score":0.8889999985694885},{"id":"https://openalex.org/keywords/price-discovery","display_name":"price discovery","score":0.5170000195503235}],"concepts":[{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.6338092088699341},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.6255937814712524},{"id":"https://openalex.org/C2777764128","wikidata":"https://www.wikidata.org/wiki/Q189539","display_name":"Loan","level":2,"score":0.5478318929672241},{"id":"https://openalex.org/C176923680","wikidata":"https://www.wikidata.org/wiki/Q3002739","display_name":"Liquidity crisis","level":3,"score":0.48874616622924805},{"id":"https://openalex.org/C2777871818","wikidata":"https://www.wikidata.org/wiki/Q25112207","display_name":"Funding liquidity","level":4,"score":0.46411165595054626},{"id":"https://openalex.org/C29944286","wikidata":"https://www.wikidata.org/wiki/Q205273","display_name":"Interest rate risk","level":3,"score":0.45494839549064636},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.43562060594558716},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.43549424409866333},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.40151914954185486},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3292171359062195},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.30763745307922363}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.eswa.2005.09.032","doi":"https://doi.org/10.1016/j.eswa.2005.09.032","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2005.09.032","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-c","cwts-core","dongbi-c","doyens","fnege-3","jufo-2","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"},{"id":"pmh:oai:tkuir.lib.tku.edu.tw:987654321/19560","doi":null,"is_oa":false,"landing_page_url":"https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/19560","pdf_url":null,"source":{"id":"https://openalex.org/S4406922698","display_name":"Tamkang University Institutional Repository (TKUIR)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W144757898","https://openalex.org/W1580258408","https://openalex.org/W1590088525","https://openalex.org/W1975372592","https://openalex.org/W1991990463","https://openalex.org/W1999406276","https://openalex.org/W2018025985","https://openalex.org/W2023753008","https://openalex.org/W2033096392","https://openalex.org/W2045565604","https://openalex.org/W2063499207","https://openalex.org/W2064360683","https://openalex.org/W2077791698","https://openalex.org/W2085644210","https://openalex.org/W2095044980","https://openalex.org/W2103888639","https://openalex.org/W2105973145","https://openalex.org/W2107619343","https://openalex.org/W2109989125","https://openalex.org/W2134443358","https://openalex.org/W2149987483","https://openalex.org/W2171836272","https://openalex.org/W2314353455","https://openalex.org/W2889590150","https://openalex.org/W3021731726","https://openalex.org/W3024370885","https://openalex.org/W3122172324","https://openalex.org/W3123703631","https://openalex.org/W3123929708","https://openalex.org/W3124089696","https://openalex.org/W3125346872","https://openalex.org/W3125495695","https://openalex.org/W4242944594","https://openalex.org/W4248083116","https://openalex.org/W6605813867","https://openalex.org/W6635372532"],"related_works":["https://openalex.org/W2298153116","https://openalex.org/W7155513144","https://openalex.org/W1807963808","https://openalex.org/W3126074638","https://openalex.org/W2253363057","https://openalex.org/W2265696187","https://openalex.org/W7096953939","https://openalex.org/W1602150485","https://openalex.org/W2262627938","https://openalex.org/W2912933036"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
