{"id":"https://openalex.org/W2147305725","doi":"https://doi.org/10.2139/ssrn.884100","title":"Corporate Credit Spreads under Parameter Uncertainty","display_name":"Corporate Credit Spreads under Parameter Uncertainty","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2147305725","doi":"https://doi.org/10.2139/ssrn.884100","mag":"2147305725"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.884100","doi":"https://doi.org/10.2139/ssrn.884100","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.884100","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.884100","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061541124","display_name":"Arthur G. Korteweg","orcid":"https://orcid.org/0000-0002-1941-4655","observed_orcids":["https://orcid.org/0000-0002-1941-4655"]},"institutions":[{"id":"https://openalex.org/I1174212","display_name":"University of Southern California","ror":"https://ror.org/03taz7m60","country_code":"US","type":"education","lineage":["https://openalex.org/I1174212"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Arthur G. Korteweg","raw_affiliation_strings":["University of Southern California - Marshall School of Business, 3670 Trousdale Parkway, Los Angeles, CA 90089, United States","University of Southern California - Marshall School of Business"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Southern California - Marshall School of Business, 3670 Trousdale Parkway, Los Angeles, CA 90089, United States","institution_ids":["https://openalex.org/I1174212"]},{"raw_affiliation_string":"University of Southern California - Marshall School of Business","institution_ids":["https://openalex.org/I1174212"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108621713","display_name":"Nick Polson","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I40347166","display_name":"University of Chicago","ror":"https://ror.org/024mw5h28","country_code":"US","type":"education","lineage":["https://openalex.org/I40347166"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Nick Polson","raw_affiliation_strings":["University of Chicago - Booth School of Business, 5807 S. Woodlawn Avenue, Chicago, IL 60637, United States","University of Chicago - Booth School of Business"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Chicago - Booth School of Business, 5807 S. Woodlawn Avenue, Chicago, IL 60637, United States","institution_ids":["https://openalex.org/I40347166"]},{"raw_affiliation_string":"University of Chicago - Booth School of Business","institution_ids":["https://openalex.org/I40347166"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5061541124"],"corresponding_institution_ids":["https://openalex.org/I1174212"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":37,"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":0.9945999979972839,"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":0.9945999979972839,"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":0.00139999995008111,"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":0.0007999999797903001,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/corporate-credit-spreads","display_name":"corporate credit spreads","score":0.9279999732971191},{"id":"https://openalex.org/keywords/parameter-uncertainty","display_name":"parameter uncertainty","score":0.9909999966621399},{"id":"https://openalex.org/keywords/corporate-bonds","display_name":"corporate bonds","score":0.8130000233650208},{"id":"https://openalex.org/keywords/model-uncertainty","display_name":"model uncertainty","score":0.4359999895095825},{"id":"https://openalex.org/keywords/volatility-uncertainty","display_name":"volatility uncertainty","score":0.7110000252723694},{"id":"https://openalex.org/keywords/intangible-assets","display_name":"intangible assets","score":0.8069999814033508},{"id":"https://openalex.org/keywords/market-stress","display_name":"market stress","score":0.7519999742507935},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.9639999866485596},{"id":"https://openalex.org/keywords/jump-risk","display_name":"jump risk","score":0.6809999942779541},{"id":"https://openalex.org/keywords/liquidity","display_name":"liquidity","score":0.41100001335144043},{"id":"https://openalex.org/keywords/bankruptcy-risk","display_name":"bankruptcy risk","score":0.5899999737739563}],"concepts":[{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4698656499385834},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.44217634201049805},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44085875153541565},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.3782496154308319},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35997825860977173},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3456874489784241},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.32698190212249756}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.884100","doi":"https://doi.org/10.2139/ssrn.884100","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.884100","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"}],"best_oa_location":{"id":"doi:10.2139/ssrn.884100","doi":"https://doi.org/10.2139/ssrn.884100","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.884100","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":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":59,"referenced_works":["https://openalex.org/W1724047872","https://openalex.org/W1952812440","https://openalex.org/W1967043555","https://openalex.org/W1968015017","https://openalex.org/W1974469640","https://openalex.org/W1984839164","https://openalex.org/W1997214097","https://openalex.org/W2008301397","https://openalex.org/W2016315671","https://openalex.org/W2017759645","https://openalex.org/W2030480784","https://openalex.org/W2052963257","https://openalex.org/W2061927536","https://openalex.org/W2084748303","https://openalex.org/W2097802838","https://openalex.org/W2097907128","https://openalex.org/W2102000699","https://openalex.org/W2104723218","https://openalex.org/W2105973145","https://openalex.org/W2118891973","https://openalex.org/W2120702528","https://openalex.org/W2120776918","https://openalex.org/W2121448470","https://openalex.org/W2126208899","https://openalex.org/W2132072990","https://openalex.org/W2138842879","https://openalex.org/W2142996378","https://openalex.org/W2152467593","https://openalex.org/W2160037099","https://openalex.org/W2161856724","https://openalex.org/W2163191305","https://openalex.org/W2163766194","https://openalex.org/W2165053060","https://openalex.org/W2167429103","https://openalex.org/W3121151953","https://openalex.org/W3121173952","https://openalex.org/W3121399269","https://openalex.org/W3122085781","https://openalex.org/W3122179889","https://openalex.org/W3122433659","https://openalex.org/W3122632517","https://openalex.org/W3122722073","https://openalex.org/W3123014546","https://openalex.org/W3123097597","https://openalex.org/W3123223673","https://openalex.org/W3123479862","https://openalex.org/W3123623547","https://openalex.org/W3123913706","https://openalex.org/W3124264635","https://openalex.org/W3124475197","https://openalex.org/W3124800418","https://openalex.org/W3124906560","https://openalex.org/W3125346872","https://openalex.org/W3125396418","https://openalex.org/W3125447702","https://openalex.org/W3125868889","https://openalex.org/W3126074134","https://openalex.org/W4210287344","https://openalex.org/W4388290229"],"related_works":["https://openalex.org/W7100717791","https://openalex.org/W2616520437","https://openalex.org/W6982374456","https://openalex.org/W4388543099","https://openalex.org/W7095174895","https://openalex.org/W7112412101","https://openalex.org/W4286009213","https://openalex.org/W4392962017","https://openalex.org/W4396687698","https://openalex.org/W3124746512"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":8}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
