{"id":"https://openalex.org/W2615955201","doi":"https://doi.org/10.1016/j.jfs.2019.01.001","title":"How does hedge designation impact the market\u2019s perception of credit risk?","display_name":"How does hedge designation impact the market\u2019s perception of credit risk?","publication_year":2019,"publication_date":"2019-01-18","ids":{"openalex":"https://openalex.org/W2615955201","doi":"https://doi.org/10.1016/j.jfs.2019.01.001","mag":"2615955201"},"language":"en","primary_location":{"id":"doi:10.1016/j.jfs.2019.01.001","doi":"https://doi.org/10.1016/j.jfs.2019.01.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jfs.2019.01.001","pdf_url":null,"source":{"id":"https://openalex.org/S121634618","display_name":"Journal of Financial Stability","issn_l":"1572-3089","issn":["1572-3089","1878-0962"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","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 Financial Stability","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/A5010601978","display_name":"Sriya Anbil","orcid":"https://orcid.org/0000-0002-0252-6909","observed_orcids":["https://orcid.org/0000-0002-0252-6909"]},"institutions":[{"id":"https://openalex.org/I1317239608","display_name":"Federal Reserve","ror":"https://ror.org/05fk5tr28","country_code":"US","type":"other","lineage":["https://openalex.org/I1317239608"]},{"id":"https://openalex.org/I2802905149","display_name":"Federal Reserve Board of Governors","ror":"https://ror.org/00v448643","country_code":"US","type":"government","lineage":["https://openalex.org/I1317239608","https://openalex.org/I2802905149"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Sriya Anbil","raw_affiliation_strings":["Board of Governors of the Federal Reserve, Division of Monetary Affairs, 20th and Constitution Avenue NW, Washington, DC 20551, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Board of Governors of the Federal Reserve, Division of Monetary Affairs, 20th and Constitution Avenue NW, Washington, DC 20551, United States","institution_ids":["https://openalex.org/I1317239608","https://openalex.org/I2802905149"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5059916104","display_name":"Alessio Saretto","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I162577319","display_name":"The University of Texas at Dallas","ror":"https://ror.org/049emcs32","country_code":"US","type":"education","lineage":["https://openalex.org/I162577319"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Alessio Saretto","raw_affiliation_strings":["University of Texas at Dallas, 800 West Campbell Road, Richardson, TX 75080, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Texas at Dallas, 800 West Campbell Road, Richardson, TX 75080, United States","institution_ids":["https://openalex.org/I162577319"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055917374","display_name":"HEATHER E. TOOKES","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I32971472","display_name":"Yale University","ror":"https://ror.org/03v76x132","country_code":"US","type":"education","lineage":["https://openalex.org/I32971472"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Heather Tookes","raw_affiliation_strings":["Yale School of Management, PO Box 208200, New Haven, CT 06520, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Yale School of Management, PO Box 208200, New Haven, CT 06520, United States","institution_ids":["https://openalex.org/I32971472"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5010601978"],"corresponding_institution_ids":["https://openalex.org/I1317239608","https://openalex.org/I2802905149"],"apc_list":{"value":1300,"currency":"USD","value_usd":1300},"apc_paid":null,"fwci":1.8775,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.86247841,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":96},"biblio":{"volume":"41","issue":null,"first_page":"25","last_page":"42"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.7681000232696533,"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"}},"topics":[{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.7681000232696533,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.22830000519752502,"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":0.0010000000474974513,"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/credit-risk","display_name":"credit risk","score":0.8420000076293945},{"id":"https://openalex.org/keywords/credit-default-swap-spreads","display_name":"credit default swap spreads","score":0.8669999837875366},{"id":"https://openalex.org/keywords/derivatives","display_name":"derivatives","score":0.6129999756813049},{"id":"https://openalex.org/keywords/non-financial-firms","display_name":"non-financial firms","score":0.8539999723434448},{"id":"https://openalex.org/keywords/basis-risk","display_name":"basis risk","score":0.968999981880188},{"id":"https://openalex.org/keywords/credit-ratings","display_name":"credit ratings","score":0.5440000295639038},{"id":"https://openalex.org/keywords/risk-management","display_name":"risk management","score":0.6959999799728394}],"concepts":[{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.7668160200119019},{"id":"https://openalex.org/C36444102","wikidata":"https://www.wikidata.org/wiki/Q1593242","display_name":"Hedge accounting","level":5,"score":0.6191861629486084},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.5807454586029053},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5500237345695496},{"id":"https://openalex.org/C44309892","wikidata":"https://www.wikidata.org/wiki/Q691313","display_name":"Credit derivative","level":3,"score":0.542064905166626},{"id":"https://openalex.org/C169029255","wikidata":"https://www.wikidata.org/wiki/Q4867577","display_name":"Basis risk","level":3,"score":0.4862710237503052},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.44503673911094666},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.41856762766838074},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3697890341281891},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3361941874027252},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.31544721126556396},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.23615962266921997},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22823023796081543},{"id":"https://openalex.org/C163867264","wikidata":"https://www.wikidata.org/wiki/Q4672792","display_name":"Accounting information system","level":2,"score":0.14486247301101685},{"id":"https://openalex.org/C544937707","wikidata":"https://www.wikidata.org/wiki/Q949180","display_name":"Financial accounting","level":3,"score":0.13751178979873657},{"id":"https://openalex.org/C190832808","wikidata":"https://www.wikidata.org/wiki/Q1900567","display_name":"Mark-to-market accounting","level":4,"score":0.0970061719417572},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.06270802021026611},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jfs.2019.01.001","doi":"https://doi.org/10.1016/j.jfs.2019.01.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jfs.2019.01.001","pdf_url":null,"source":{"id":"https://openalex.org/S121634618","display_name":"Journal of Financial Stability","issn_l":"1572-3089","issn":["1572-3089","1878-0962"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","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 Financial Stability","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:finsta:v:41:y:2019:i:c:p:25-42","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1572308917304965","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":43,"referenced_works":["https://openalex.org/W1516932470","https://openalex.org/W1573878645","https://openalex.org/W1593832767","https://openalex.org/W1737472037","https://openalex.org/W1977285545","https://openalex.org/W2004463963","https://openalex.org/W2009771529","https://openalex.org/W2020295374","https://openalex.org/W2026158976","https://openalex.org/W2039492931","https://openalex.org/W2052482033","https://openalex.org/W2074928461","https://openalex.org/W2094283948","https://openalex.org/W2096874528","https://openalex.org/W2098372183","https://openalex.org/W2102812912","https://openalex.org/W2115800884","https://openalex.org/W2122131936","https://openalex.org/W2124597406","https://openalex.org/W2129073739","https://openalex.org/W2139122730","https://openalex.org/W2142363574","https://openalex.org/W2143557201","https://openalex.org/W2146278264","https://openalex.org/W2151497947","https://openalex.org/W2331279603","https://openalex.org/W2470087509","https://openalex.org/W2524461974","https://openalex.org/W2890028219","https://openalex.org/W3023181463","https://openalex.org/W3121199680","https://openalex.org/W3121926835","https://openalex.org/W3122035694","https://openalex.org/W3122120088","https://openalex.org/W3122250801","https://openalex.org/W3123478206","https://openalex.org/W3123980831","https://openalex.org/W3123998556","https://openalex.org/W3124091336","https://openalex.org/W3124838088","https://openalex.org/W3125831853","https://openalex.org/W3181678729","https://openalex.org/W4240260965"],"related_works":["https://openalex.org/W2490306824","https://openalex.org/W3122181853","https://openalex.org/W3136797749","https://openalex.org/W1586274464","https://openalex.org/W1494006190","https://openalex.org/W3124967345","https://openalex.org/W2810667833","https://openalex.org/W2955022450","https://openalex.org/W2785811731","https://openalex.org/W4409699777"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2017-05-26T00:00:00"}