{"id":"https://openalex.org/W2136256155","doi":"https://doi.org/10.2139/ssrn.589161","title":"Is Firm Interdependence Within Industries Important for Portfolio Credit Risk?","display_name":"Is Firm Interdependence Within Industries Important for Portfolio Credit Risk?","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W2136256155","doi":"https://doi.org/10.2139/ssrn.589161","mag":"2136256155"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.589161","doi":"https://doi.org/10.2139/ssrn.589161","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.589161","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.589161","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5108073005","display_name":"Kenneth Carling","orcid":"https://orcid.org/0000-0003-2317-9157","observed_orcids":["https://orcid.org/0000-0003-2317-9157"]},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Kenneth Carling","raw_affiliation_strings":["Uppsala University, Office of Labour Market Policy Evaluation, SE-751 20 Uppsala, Sweden","Uppsala University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Uppsala University, Office of Labour Market Policy Evaluation, SE-751 20 Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]},{"raw_affiliation_string":"Uppsala University","institution_ids":["https://openalex.org/I123387679"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085747746","display_name":"Lars R\u00f6nneg\u00e5rd","orcid":"https://orcid.org/0000-0002-1057-5401","observed_orcids":["https://orcid.org/0000-0002-1057-5401"]},"institutions":[{"id":"https://openalex.org/I122274158","display_name":"Dalarna University","ror":"https://ror.org/000hdh770","country_code":"SE","type":"education","lineage":["https://openalex.org/I122274158"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Lars Ronnegard","raw_affiliation_strings":["Dalarna University, SE-788 81 Borlange, Sweden","Dalarna University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dalarna University, SE-788 81 Borlange, Sweden","institution_ids":["https://openalex.org/I122274158"]},{"raw_affiliation_string":"Dalarna University","institution_ids":["https://openalex.org/I122274158"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057423202","display_name":"Kasper F. Roszbach","orcid":"https://orcid.org/0000-0002-2489-004X","observed_orcids":["https://orcid.org/0000-0002-2489-004X"]},"institutions":[{"id":"https://openalex.org/I169381384","display_name":"University of Groningen","ror":"https://ror.org/012p63287","country_code":"NL","type":"education","lineage":["https://openalex.org/I169381384"]},{"id":"https://openalex.org/I4387154682","display_name":"Norges Bank","ror":"https://ror.org/01v408m73","country_code":"NO","type":"government","lineage":["https://openalex.org/I4387154682"]}],"countries":["NL","NO"],"is_corresponding":true,"raw_author_name":"Kasper F. Roszbach","raw_affiliation_strings":["Norges Bank - Research Department","University of Groningen - Faculty of Economics and Business"],"raw_orcid":"https://orcid.org/0000-0002-2489-004X","affiliations":[{"raw_affiliation_string":"Norges Bank - Research Department","institution_ids":["https://openalex.org/I4387154682"]},{"raw_affiliation_string":"University of Groningen - Faculty of Economics and Business","institution_ids":["https://openalex.org/I169381384"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5057423202"],"corresponding_institution_ids":["https://openalex.org/I169381384","https://openalex.org/I4387154682"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":22,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.7968999743461609,"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":0.7968999743461609,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.11180000007152557,"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/T10127","display_name":"Banking stability, regulation, efficiency","score":0.04639999940991402,"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/portfolio-credit-risk","display_name":"portfolio credit risk","score":0.949999988079071},{"id":"https://openalex.org/keywords/default-correlation","display_name":"default correlation","score":0.7639999985694885},{"id":"https://openalex.org/keywords/duration-models","display_name":"duration models","score":0.5460000038146973},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"value at risk","score":0.8379999995231628},{"id":"https://openalex.org/keywords/credit-losses","display_name":"credit losses","score":0.6980000138282776},{"id":"https://openalex.org/keywords/swedish-banks","display_name":"Swedish banks","score":0.5509999990463257}],"concepts":[{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.6201645731925964},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.573913037776947},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.4839951992034912},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35157912969589233},{"id":"https://openalex.org/C40700","wikidata":"https://www.wikidata.org/wiki/Q1411783","display_name":"Industrial organization","level":1,"score":0.3374525308609009},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.2929387092590332},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.29120108485221863},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26800960302352905}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.2139/ssrn.589161","doi":"https://doi.org/10.2139/ssrn.589161","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.589161","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:hhs:rbnkwp:0168","doi":null,"is_oa":true,"landing_page_url":"http://www.riksbank.com/upload/WorkingPapers/WP_168.pdf","pdf_url":"http://www.riksbank.com/upload/WorkingPapers/WP_168.pdf","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":"preprint"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.139.841","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.841","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.fdic.gov/bank/analytical/cfr/2007/apr/CarlingRonnegardRoszbach-20070122.pdf","raw_type":"text"},{"id":"mag:3123978443","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:hhs:rbnkwp:0168","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":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:econstor.eu:10419/82472","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10419/82472","pdf_url":null,"source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","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":"","raw_type":"doc-type:workingPaper"}],"best_oa_location":{"id":"doi:10.2139/ssrn.589161","doi":"https://doi.org/10.2139/ssrn.589161","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.589161","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321104","display_name":"Sveriges Riksbanken","ror":"https://ror.org/01n28jn45"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":63,"referenced_works":["https://openalex.org/W610497032","https://openalex.org/W1501882156","https://openalex.org/W1508684584","https://openalex.org/W1512719169","https://openalex.org/W1528905581","https://openalex.org/W1535918687","https://openalex.org/W1538999627","https://openalex.org/W1577846565","https://openalex.org/W1585962340","https://openalex.org/W1980848336","https://openalex.org/W1981064253","https://openalex.org/W1987054329","https://openalex.org/W1987784163","https://openalex.org/W1988644013","https://openalex.org/W2004818833","https://openalex.org/W2014581807","https://openalex.org/W2026921135","https://openalex.org/W2047200422","https://openalex.org/W2047940182","https://openalex.org/W2049827895","https://openalex.org/W2053673603","https://openalex.org/W2057218189","https://openalex.org/W2060778375","https://openalex.org/W2068184470","https://openalex.org/W2079548532","https://openalex.org/W2086035165","https://openalex.org/W2090738543","https://openalex.org/W2097104719","https://openalex.org/W2105039658","https://openalex.org/W2105973145","https://openalex.org/W2107857717","https://openalex.org/W2112315720","https://openalex.org/W2113832560","https://openalex.org/W2115784691","https://openalex.org/W2119057465","https://openalex.org/W2124532504","https://openalex.org/W2127388228","https://openalex.org/W2127589278","https://openalex.org/W2136486817","https://openalex.org/W2137334813","https://openalex.org/W2142045810","https://openalex.org/W2147974909","https://openalex.org/W2150823548","https://openalex.org/W2163504005","https://openalex.org/W2164312708","https://openalex.org/W2273491956","https://openalex.org/W2492711759","https://openalex.org/W2494032766","https://openalex.org/W2506022369","https://openalex.org/W3015463134","https://openalex.org/W3121622333","https://openalex.org/W3121714890","https://openalex.org/W3121953069","https://openalex.org/W3122318214","https://openalex.org/W3122521094","https://openalex.org/W3122885979","https://openalex.org/W3122914324","https://openalex.org/W3123061077","https://openalex.org/W3123921245","https://openalex.org/W3124003440","https://openalex.org/W3125168868","https://openalex.org/W3125948480","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W7099560824","https://openalex.org/W7101179559","https://openalex.org/W2082169500","https://openalex.org/W7096409159","https://openalex.org/W3125666750","https://openalex.org/W7100864637","https://openalex.org/W2138059944","https://openalex.org/W4405821533","https://openalex.org/W7098188755","https://openalex.org/W4252550617"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-27T15:51:10.671819","created_date":"2016-06-24T00:00:00"}
