{"id":"https://openalex.org/W4283783668","doi":"https://doi.org/10.1016/j.jmoneco.2022.06.004","title":"Credit risk and the transmission of interest rate shocks","display_name":"Credit risk and the transmission of interest rate shocks","publication_year":2022,"publication_date":"2022-07-01","ids":{"openalex":"https://openalex.org/W4283783668","doi":"https://doi.org/10.1016/j.jmoneco.2022.06.004"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmoneco.2022.06.004","doi":"https://doi.org/10.1016/j.jmoneco.2022.06.004","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmoneco.2022.06.004","pdf_url":null,"source":{"id":"https://openalex.org/S6711363","display_name":"Journal of Monetary Economics","issn_l":"0304-3932","issn":["0304-3932","1873-1295"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","jufo-3","norway-2","poland-200","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 Monetary Economics","raw_type":"journal-article"},"volume":null,"type":"article","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/A5059131844","display_name":"Berardino Palazzo","orcid":"https://orcid.org/0009-0003-6073-0611","observed_orcids":["https://orcid.org/0009-0003-6073-0611"]},"institutions":[{"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":"Berardino Palazzo","raw_affiliation_strings":["Federal Reserve Board, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal Reserve Board, USA","institution_ids":["https://openalex.org/I2802905149"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5032090471","display_name":"Ram Yamarthy","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4405266805","display_name":"Office of Financial Research","ror":"https://ror.org/05pcexm21","country_code":"US","type":"government","lineage":["https://openalex.org/I1300891529","https://openalex.org/I4405266805"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ram Yamarthy","raw_affiliation_strings":["Office of Financial Research, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Office of Financial Research, USA","institution_ids":["https://openalex.org/I4405266805"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5059131844"],"corresponding_institution_ids":["https://openalex.org/I2802905149"],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":4.7613,"has_fulltext":false,"cited_by_count":29,"citation_normalized_percentile":{"value":0.95404882,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"130","issue":null,"first_page":"120","last_page":"136"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9726999998092651,"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":0.9726999998092651,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.010099999606609344,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.00570000009611249,"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":0.9459999799728394},{"id":"https://openalex.org/keywords/interest-rate-shocks","display_name":"interest rate shocks","score":0.8519999980926514},{"id":"https://openalex.org/keywords/monetary-policy-shocks","display_name":"monetary policy shocks","score":0.7369999885559082},{"id":"https://openalex.org/keywords/credit-default-swaps","display_name":"credit default swaps","score":0.902999997138977},{"id":"https://openalex.org/keywords/credit-default-swap-spreads","display_name":"credit default swap spreads","score":0.9409999847412109},{"id":"https://openalex.org/keywords/fomc-announcements","display_name":"FOMC announcements","score":0.8450000286102295},{"id":"https://openalex.org/keywords/corporate-credit-risk","display_name":"corporate credit risk","score":0.593999981880188},{"id":"https://openalex.org/keywords/risk-premium","display_name":"risk premium","score":0.6420000195503235},{"id":"https://openalex.org/keywords/expected-loss","display_name":"expected loss","score":0.4970000088214874},{"id":"https://openalex.org/keywords/monetary-policy-response","display_name":"monetary policy response","score":0.49000000953674316},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.44600000977516174}],"concepts":[{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.7591596841812134},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.7303783297538757},{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.6806727647781372},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6524415016174316},{"id":"https://openalex.org/C30589699","wikidata":"https://www.wikidata.org/wiki/Q624028","display_name":"Credit default swap","level":3,"score":0.5580068826675415},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.5312963128089905},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5014283657073975},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.4841066598892212},{"id":"https://openalex.org/C99821215","wikidata":"https://www.wikidata.org/wiki/Q1136583","display_name":"Swap (finance)","level":2,"score":0.4480496048927307},{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.4221349358558655},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17578500509262085},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.15947428345680237},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.jmoneco.2022.06.004","doi":"https://doi.org/10.1016/j.jmoneco.2022.06.004","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmoneco.2022.06.004","pdf_url":null,"source":{"id":"https://openalex.org/S6711363","display_name":"Journal of Monetary Economics","issn_l":"0304-3932","issn":["0304-3932","1873-1295"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","jufo-3","norway-2","poland-200","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 Monetary Economics","raw_type":"journal-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":33,"referenced_works":["https://openalex.org/W1977168372","https://openalex.org/W2099440948","https://openalex.org/W2104490102","https://openalex.org/W2114597179","https://openalex.org/W2129613904","https://openalex.org/W2129846541","https://openalex.org/W2158366624","https://openalex.org/W2178691748","https://openalex.org/W2220151410","https://openalex.org/W2322527255","https://openalex.org/W2332516383","https://openalex.org/W2553269777","https://openalex.org/W2580735467","https://openalex.org/W2766135991","https://openalex.org/W2791959148","https://openalex.org/W2897829530","https://openalex.org/W2953228836","https://openalex.org/W3008973008","https://openalex.org/W3105543759","https://openalex.org/W3121631746","https://openalex.org/W3122403692","https://openalex.org/W3123087720","https://openalex.org/W3123699647","https://openalex.org/W3124325759","https://openalex.org/W3124933125","https://openalex.org/W3125167298","https://openalex.org/W3125263572","https://openalex.org/W3125515913","https://openalex.org/W3158554749","https://openalex.org/W4235328288","https://openalex.org/W4246259718","https://openalex.org/W4280546280","https://openalex.org/W4400120399"],"related_works":["https://openalex.org/W3167132750","https://openalex.org/W3215833846","https://openalex.org/W7030458533","https://openalex.org/W2919850846","https://openalex.org/W1884478730","https://openalex.org/W4391453272","https://openalex.org/W3017738271","https://openalex.org/W4414459403","https://openalex.org/W4388002612","https://openalex.org/W4404738011"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":12},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2022-07-03T00:00:00"}
