{"id":"https://openalex.org/W3122010549","doi":"https://doi.org/10.1016/j.jfi.2017.05.006","title":"Do banks\u2019 overnight borrowing rates lead their CDS price? Evidence from the Eurosystem","display_name":"Do banks\u2019 overnight borrowing rates lead their CDS price? Evidence from the Eurosystem","publication_year":2017,"publication_date":"2017-05-25","ids":{"openalex":"https://openalex.org/W3122010549","doi":"https://doi.org/10.1016/j.jfi.2017.05.006","mag":"3122010549"},"language":"en","primary_location":{"id":"doi:10.1016/j.jfi.2017.05.006","doi":"https://doi.org/10.1016/j.jfi.2017.05.006","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jfi.2017.05.006","pdf_url":null,"source":{"id":"https://openalex.org/S5984737","display_name":"Journal of Financial Intermediation","issn_l":"1042-9573","issn":["1042-9573","1096-0473"],"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-1","jufo-3","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 Financial Intermediation","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2621625","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069712201","display_name":"Eero T\u00f6l\u00f6","orcid":"https://orcid.org/0000-0002-2773-5731","observed_orcids":["https://orcid.org/0000-0002-2773-5731"]},"institutions":[{"id":"https://openalex.org/I181188550","display_name":"Bank of Finland","ror":"https://ror.org/04j3r8z61","country_code":"FI","type":"education","lineage":["https://openalex.org/I181188550"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Eero T\u00f6l\u00f6","raw_affiliation_strings":["Bank of Finland, PO Box 160, 00101 Helsinki, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of Finland, PO Box 160, 00101 Helsinki, Finland","institution_ids":["https://openalex.org/I181188550"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5044445959","display_name":"Esa Jokivuolle","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I181188550","display_name":"Bank of Finland","ror":"https://ror.org/04j3r8z61","country_code":"FI","type":"education","lineage":["https://openalex.org/I181188550"]}],"countries":["FI"],"is_corresponding":true,"raw_author_name":"Esa Jokivuolle","raw_affiliation_strings":["Bank of Finland, PO Box 160, 00101 Helsinki, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of Finland, PO Box 160, 00101 Helsinki, Finland","institution_ids":["https://openalex.org/I181188550"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041374622","display_name":"Matti Vir\u00e9n","orcid":"https://orcid.org/0000-0002-6132-3474","observed_orcids":["https://orcid.org/0000-0002-6132-3474"]},"institutions":[{"id":"https://openalex.org/I155660961","display_name":"University of Turku","ror":"https://ror.org/05vghhr25","country_code":"FI","type":"education","lineage":["https://openalex.org/I155660961"]},{"id":"https://openalex.org/I181188550","display_name":"Bank of Finland","ror":"https://ror.org/04j3r8z61","country_code":"FI","type":"education","lineage":["https://openalex.org/I181188550"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Matti Vir\u00e9n","raw_affiliation_strings":["Bank of Finland, PO Box 160, 00100 Helsinki, Finland and University of Turku, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of Finland, PO Box 160, 00100 Helsinki, Finland and University of Turku, Finland","institution_ids":["https://openalex.org/I155660961","https://openalex.org/I181188550"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5044445959"],"corresponding_institution_ids":["https://openalex.org/I181188550"],"apc_list":{"value":3960,"currency":"USD","value_usd":3960},"apc_paid":null,"fwci":0.3975,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.7597587,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"31","issue":null,"first_page":"93","last_page":"106"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9940999746322632,"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":0.9940999746322632,"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":0.004800000227987766,"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/T10503","display_name":"Global Financial Crisis and Policies","score":9.999999747378752e-05,"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-default-swaps","display_name":"credit default swaps","score":0.8360000252723694},{"id":"https://openalex.org/keywords/bank-creditworthiness","display_name":"bank creditworthiness","score":0.925000011920929},{"id":"https://openalex.org/keywords/price-discovery","display_name":"price discovery","score":0.7289999723434448},{"id":"https://openalex.org/keywords/private-information","display_name":"private information","score":0.9200000166893005},{"id":"https://openalex.org/keywords/market-stress","display_name":"market stress","score":0.6710000038146973},{"id":"https://openalex.org/keywords/relationship-lending","display_name":"relationship lending","score":0.6809999942779541},{"id":"https://openalex.org/keywords/bank-size","display_name":"bank size","score":0.5210000276565552},{"id":"https://openalex.org/keywords/credit-ratings","display_name":"credit ratings","score":0.9079999923706055},{"id":"https://openalex.org/keywords/eurosystem","display_name":"Eurosystem","score":0.6209999918937683},{"id":"https://openalex.org/keywords/bank-health-indicators","display_name":"bank health indicators","score":0.4569999873638153}],"concepts":[{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.6882634162902832},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.47892555594444275},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.45773011445999146},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4573407471179962},{"id":"https://openalex.org/C2777093003","wikidata":"https://www.wikidata.org/wiki/Q6508345","display_name":"Lead (geology)","level":2,"score":0.45410358905792236},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.0},{"id":"https://openalex.org/C114793014","wikidata":"https://www.wikidata.org/wiki/Q52109","display_name":"Geomorphology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jfi.2017.05.006","doi":"https://doi.org/10.1016/j.jfi.2017.05.006","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jfi.2017.05.006","pdf_url":null,"source":{"id":"https://openalex.org/S5984737","display_name":"Journal of Financial Intermediation","issn_l":"1042-9573","issn":["1042-9573","1096-0473"],"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-1","jufo-3","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 Financial Intermediation","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.2621625","doi":"https://doi.org/10.2139/ssrn.2621625","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2621625","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:eee:jfinin:v:31:y:2017:i:c:p:93-106","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1042957317300396","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":{"id":"doi:10.2139/ssrn.2621625","doi":"https://doi.org/10.2139/ssrn.2621625","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2621625","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":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.4699999988079071}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":41,"referenced_works":["https://openalex.org/W1605255363","https://openalex.org/W1722996618","https://openalex.org/W1899865046","https://openalex.org/W1967412064","https://openalex.org/W1991840022","https://openalex.org/W2026416204","https://openalex.org/W2049633694","https://openalex.org/W2050031929","https://openalex.org/W2065888350","https://openalex.org/W2100122152","https://openalex.org/W2109341760","https://openalex.org/W2109638358","https://openalex.org/W2120397765","https://openalex.org/W2126322608","https://openalex.org/W2127169188","https://openalex.org/W2151183163","https://openalex.org/W2152150430","https://openalex.org/W2155797117","https://openalex.org/W2165089509","https://openalex.org/W2170254910","https://openalex.org/W2172929642","https://openalex.org/W2186758522","https://openalex.org/W2337258698","https://openalex.org/W2606985126","https://openalex.org/W2796331854","https://openalex.org/W3121164216","https://openalex.org/W3122108379","https://openalex.org/W3122223557","https://openalex.org/W3122473878","https://openalex.org/W3122699700","https://openalex.org/W3122702128","https://openalex.org/W3122846597","https://openalex.org/W3123032278","https://openalex.org/W3123385193","https://openalex.org/W3123620341","https://openalex.org/W3123699647","https://openalex.org/W3123931904","https://openalex.org/W3124335938","https://openalex.org/W3124943232","https://openalex.org/W4253366809","https://openalex.org/W6684120366"],"related_works":["https://openalex.org/W74864076","https://openalex.org/W7097411731","https://openalex.org/W4415538268","https://openalex.org/W3085156752","https://openalex.org/W4377002262","https://openalex.org/W7097026718","https://openalex.org/W2159798634","https://openalex.org/W2154729534","https://openalex.org/W2059306196","https://openalex.org/W2255292027"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2021-02-01T00:00:00"}