{"id":"https://openalex.org/W2172269049","doi":"https://doi.org/10.1016/s0378-4266(00)00085-6","title":"Probability of call and likelihood of the call feature in a corporate bond","display_name":"Probability of call and likelihood of the call feature in a corporate bond","publication_year":2001,"publication_date":"2001-03-01","ids":{"openalex":"https://openalex.org/W2172269049","doi":"https://doi.org/10.1016/s0378-4266(00)00085-6","mag":"2172269049"},"language":"en","primary_location":{"id":"doi:10.1016/s0378-4266(00)00085-6","doi":"https://doi.org/10.1016/s0378-4266(00)00085-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4266(00)00085-6","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","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/A5102881544","display_name":"Sudipto Sarkar","orcid":"https://orcid.org/0000-0002-9974-686X","observed_orcids":["https://orcid.org/0000-0002-9974-686X","https://orcid.org/0000-0003-0064-0078"]},"institutions":[{"id":"https://openalex.org/I178169726","display_name":"Southern Methodist University","ror":"https://ror.org/042tdr378","country_code":"US","type":"education","lineage":["https://openalex.org/I178169726"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Sudipto Sarkar","raw_affiliation_strings":["Department of Finance, Edwin L. Cox School of Business, Southern Methodist University, P.O. Box 750333, Dallas, TX 75275-0333, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Edwin L. Cox School of Business, Southern Methodist University, P.O. Box 750333, Dallas, TX 75275-0333, USA","institution_ids":["https://openalex.org/I178169726"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5102881544"],"corresponding_institution_ids":["https://openalex.org/I178169726"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":5.0552,"has_fulltext":false,"cited_by_count":30,"citation_normalized_percentile":{"value":0.95520195,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"25","issue":"3","first_page":"505","last_page":"533"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.8398000001907349,"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":0.8398000001907349,"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/T10019","display_name":"Corporate Finance and Governance","score":0.09109999984502792,"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":0.05209999904036522,"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/corporate-bonds","display_name":"corporate bonds","score":0.8349999785423279},{"id":"https://openalex.org/keywords/call-provisions","display_name":"call provisions","score":0.6399999856948853},{"id":"https://openalex.org/keywords/coupon-rate","display_name":"coupon rate","score":0.847000002861023},{"id":"https://openalex.org/keywords/corporate-tax-rates","display_name":"corporate tax rates","score":0.9670000076293945},{"id":"https://openalex.org/keywords/leverage-ratio","display_name":"leverage ratio","score":0.9269999861717224},{"id":"https://openalex.org/keywords/interest-rates","display_name":"interest rates","score":0.7820000052452087},{"id":"https://openalex.org/keywords/business-risk","display_name":"business risk","score":0.9259999990463257},{"id":"https://openalex.org/keywords/volatility","display_name":"volatility","score":0.5849999785423279},{"id":"https://openalex.org/keywords/bond-issuance","display_name":"bond issuance","score":0.4869999885559082}],"concepts":[{"id":"https://openalex.org/C96252135","wikidata":"https://www.wikidata.org/wiki/Q2305975","display_name":"Callable bond","level":3,"score":0.8902721405029297},{"id":"https://openalex.org/C2780999293","wikidata":"https://www.wikidata.org/wiki/Q6503112","display_name":"Corporate bond","level":3,"score":0.7807806730270386},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.7093501091003418},{"id":"https://openalex.org/C2779307704","wikidata":"https://www.wikidata.org/wiki/Q11794832","display_name":"Coupon","level":2,"score":0.6805243492126465},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5563847422599792},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5014612674713135},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4999370574951172},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.46730777621269226},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.4358607232570648},{"id":"https://openalex.org/C32959826","wikidata":"https://www.wikidata.org/wiki/Q2361268","display_name":"Bond valuation","level":3,"score":0.41928938031196594},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.375460684299469},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.36094141006469727},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.18361863493919373},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.137067973613739},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13641563057899475},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0378-4266(00)00085-6","doi":"https://doi.org/10.1016/s0378-4266(00)00085-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4266(00)00085-6","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:25:y:2001:i:3:p:505-533","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378-4266(00)00085-6","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":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1571438983","https://openalex.org/W1577789187","https://openalex.org/W1969900287","https://openalex.org/W1970043555","https://openalex.org/W1975082339","https://openalex.org/W1976307117","https://openalex.org/W1989126645","https://openalex.org/W1996029473","https://openalex.org/W2006804758","https://openalex.org/W2046927018","https://openalex.org/W2074646381","https://openalex.org/W2077029691","https://openalex.org/W2080993387","https://openalex.org/W2089596717","https://openalex.org/W2092901184","https://openalex.org/W2104723218","https://openalex.org/W2105973145","https://openalex.org/W2131802419","https://openalex.org/W2145183197","https://openalex.org/W2146278264","https://openalex.org/W2153524047","https://openalex.org/W2154044885","https://openalex.org/W2333817497","https://openalex.org/W2584798035","https://openalex.org/W3023112487"],"related_works":["https://openalex.org/W2092901184","https://openalex.org/W2134059968","https://openalex.org/W2008158086","https://openalex.org/W11967310","https://openalex.org/W3183479924","https://openalex.org/W3123554201","https://openalex.org/W1587667794","https://openalex.org/W2257702093","https://openalex.org/W2080993387","https://openalex.org/W2004574745"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}
