{"id":"https://openalex.org/W2013807439","doi":"https://doi.org/10.1016/j.jbankfin.2014.09.009","title":"Unobserved systematic risk factor and default prediction","display_name":"Unobserved systematic risk factor and default prediction","publication_year":2014,"publication_date":"2014-09-28","ids":{"openalex":"https://openalex.org/W2013807439","doi":"https://doi.org/10.1016/j.jbankfin.2014.09.009","mag":"2013807439"},"language":"en","primary_location":{"id":"doi:10.1016/j.jbankfin.2014.09.009","doi":"https://doi.org/10.1016/j.jbankfin.2014.09.009","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2014.09.009","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","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":"Journal of Banking &amp; Finance","raw_type":"journal-article"},"volume":null,"type":"article","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/A5101467075","display_name":"Min Qi","orcid":"https://orcid.org/0000-0003-2521-1800","observed_orcids":["https://orcid.org/0000-0003-2521-1800"]},"institutions":[{"id":"https://openalex.org/I1308613035","display_name":"Office of the Comptroller of the Currency","ror":"https://ror.org/0188dhg98","country_code":"US","type":"government","lineage":["https://openalex.org/I1300891529","https://openalex.org/I1308613035"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Min Qi","raw_affiliation_strings":["Credit Risk Analysis Division, Office of the Comptroller of the Currency, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Credit Risk Analysis Division, Office of the Comptroller of the Currency, United States","institution_ids":["https://openalex.org/I1308613035"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100447052","display_name":"Xiaofei Zhang","orcid":"https://orcid.org/0000-0003-1464-1987","observed_orcids":["https://orcid.org/0000-0003-1464-1987","https://orcid.org/0009-0000-4887-4696"]},"institutions":[{"id":"https://openalex.org/I1308613035","display_name":"Office of the Comptroller of the Currency","ror":"https://ror.org/0188dhg98","country_code":"US","type":"government","lineage":["https://openalex.org/I1300891529","https://openalex.org/I1308613035"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xiaofei Zhang","raw_affiliation_strings":["Market Risk Analysis Division, Office of the Comptroller of the Currency, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Market Risk Analysis Division, Office of the Comptroller of the Currency, United States","institution_ids":["https://openalex.org/I1308613035"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044494474","display_name":"Xinlei Shelly Zhao","orcid":"https://orcid.org/0000-0002-6709-2961","observed_orcids":["https://orcid.org/0000-0002-6709-2961"]},"institutions":[{"id":"https://openalex.org/I1308613035","display_name":"Office of the Comptroller of the Currency","ror":"https://ror.org/0188dhg98","country_code":"US","type":"government","lineage":["https://openalex.org/I1300891529","https://openalex.org/I1308613035"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xinlei Zhao","raw_affiliation_strings":["Credit Risk Analysis Division, Office of the Comptroller of the Currency, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Credit Risk Analysis Division, Office of the Comptroller of the Currency, United States","institution_ids":["https://openalex.org/I1308613035"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101467075"],"corresponding_institution_ids":["https://openalex.org/I1308613035"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":2.4406,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.90506669,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"49","issue":null,"first_page":"216","last_page":"227"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.861299991607666,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.861299991607666,"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/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.12729999423027039,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.002300000051036477,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/default-prediction","display_name":"default prediction","score":0.8930000066757202},{"id":"https://openalex.org/keywords/credit-risk","display_name":"credit risk","score":0.8920000195503235},{"id":"https://openalex.org/keywords/latent-factor-models","display_name":"latent factor models","score":0.5709999799728394},{"id":"https://openalex.org/keywords/out-of-sample-forecasting","display_name":"out-of-sample forecasting","score":0.6959999799728394}],"concepts":[{"id":"https://openalex.org/C80212096","wikidata":"https://www.wikidata.org/wiki/Q1975416","display_name":"Systematic risk","level":2,"score":0.7269576787948608},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6614222526550293},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.5769093036651611},{"id":"https://openalex.org/C50440223","wikidata":"https://www.wikidata.org/wiki/Q1475848","display_name":"Risk factor","level":2,"score":0.5139970183372498},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.5078189969062805},{"id":"https://openalex.org/C4679612","wikidata":"https://www.wikidata.org/wiki/Q866298","display_name":"Aggregate (composite)","level":2,"score":0.49923062324523926},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.48309874534606934},{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.4416375160217285},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4376024007797241},{"id":"https://openalex.org/C2984055962","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Default risk","level":3,"score":0.43369007110595703},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.35880184173583984},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.34950804710388184},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34871336817741394},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.31225574016571045},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15857550501823425},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.13465332984924316},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.08488553762435913},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jbankfin.2014.09.009","doi":"https://doi.org/10.1016/j.jbankfin.2014.09.009","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2014.09.009","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","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":"Journal of Banking &amp; Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jbfina:v:49:y:2014:i:c:p:216-227","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378426614003094","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"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":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W130710483","https://openalex.org/W2008301397","https://openalex.org/W2028002207","https://openalex.org/W2048801439","https://openalex.org/W2049633694","https://openalex.org/W2052902288","https://openalex.org/W2070291774","https://openalex.org/W2097931238","https://openalex.org/W2104723218","https://openalex.org/W2105973145","https://openalex.org/W2113832560","https://openalex.org/W2115637361","https://openalex.org/W2121639112","https://openalex.org/W2121799706","https://openalex.org/W2124532504","https://openalex.org/W2132072990","https://openalex.org/W2142996378","https://openalex.org/W2165053060","https://openalex.org/W2250522695","https://openalex.org/W2330768210","https://openalex.org/W3119617215","https://openalex.org/W3121680611","https://openalex.org/W3122632517","https://openalex.org/W3122906726","https://openalex.org/W3123148124","https://openalex.org/W3123574039","https://openalex.org/W3124064186","https://openalex.org/W3125046326","https://openalex.org/W3125168868","https://openalex.org/W3125559026","https://openalex.org/W3125744792","https://openalex.org/W3126074134"],"related_works":["https://openalex.org/W3162074138","https://openalex.org/W3124904556","https://openalex.org/W2300357424","https://openalex.org/W6962936760","https://openalex.org/W4379532194","https://openalex.org/W7052962083","https://openalex.org/W2799262142","https://openalex.org/W1583125606","https://openalex.org/W2185944911","https://openalex.org/W7095931163"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
