Class information for:
Level 1: CREDIT RISK//JOURNAL OF CREDIT RISK//CREDIT DEFAULT SWAPS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
4285 1737 29.9 40%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
1230 8583 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 CREDIT RISK Author keyword 83 28% 15% 252
2 JOURNAL OF CREDIT RISK Journal 79 69% 4% 68
3 CREDIT DEFAULT SWAPS Author keyword 48 54% 4% 62
4 CREDIT SPREADS Author keyword 42 62% 2% 43
5 LOSS GIVEN DEFAULT Author keyword 37 73% 2% 29
6 CREDIT RATING AGENCIES Author keyword 36 69% 2% 31
7 CORRELATED DEFAULTS Author keyword 31 92% 1% 12
8 JOURNAL OF RISK MODEL VALIDATION Journal 29 48% 3% 44
9 CREDIT DERIVATIVES Author keyword 29 53% 2% 38
10 CREDIT RATINGS Author keyword 28 44% 3% 49

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 CREDIT RISK 83 28% 15% 252 Search CREDIT+RISK Search CREDIT+RISK
2 CREDIT DEFAULT SWAPS 48 54% 4% 62 Search CREDIT+DEFAULT+SWAPS Search CREDIT+DEFAULT+SWAPS
3 CREDIT SPREADS 42 62% 2% 43 Search CREDIT+SPREADS Search CREDIT+SPREADS
4 LOSS GIVEN DEFAULT 37 73% 2% 29 Search LOSS+GIVEN+DEFAULT Search LOSS+GIVEN+DEFAULT
5 CREDIT RATING AGENCIES 36 69% 2% 31 Search CREDIT+RATING+AGENCIES Search CREDIT+RATING+AGENCIES
6 CORRELATED DEFAULTS 31 92% 1% 12 Search CORRELATED+DEFAULTS Search CORRELATED+DEFAULTS
7 CREDIT DERIVATIVES 29 53% 2% 38 Search CREDIT+DERIVATIVES Search CREDIT+DERIVATIVES
8 CREDIT RATINGS 28 44% 3% 49 Search CREDIT+RATINGS Search CREDIT+RATINGS
9 CREDIT DEFAULT SWAP 27 49% 2% 41 Search CREDIT+DEFAULT+SWAP Search CREDIT+DEFAULT+SWAP
10 PORTFOLIO CREDIT RISK 26 80% 1% 16 Search PORTFOLIO+CREDIT+RISK Search PORTFOLIO+CREDIT+RISK

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 CREDIT RISK 56 43% 6% 99
2 CREDIT DEFAULT SWAP 53 95% 1% 18
3 SPREADS 50 30% 8% 144
4 CORPORATE BONDS 48 63% 3% 49
5 RATING ANNOUNCEMENTS 48 91% 1% 20
6 CORPORATE DEBT 45 34% 6% 109
7 CORPORATE YIELD SPREADS 44 74% 2% 32
8 OPTIMAL CAPITAL STRUCTURE 42 34% 6% 100
9 COLLATERALIZED DEBT OBLIGATIONS 41 87% 1% 20
10 DEFAULT RISK 40 42% 4% 75

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 JOURNAL OF CREDIT RISK 79 69% 4% 68
2 JOURNAL OF RISK MODEL VALIDATION 29 48% 3% 44
3 JOURNAL OF DERIVATIVES 3 13% 1% 24
4 JOURNAL OF RISK 2 13% 1% 17
5 REVIEW OF DERIVATIVES RESEARCH 2 14% 1% 12

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
EXAMINING WHAT BEST EXPLAINS CORPORATE CREDIT RISK: ACCOUNTING-BASED VERSUS MARKET-BASED MODELS 2014 1 31 84%
Modelling the evolution of credit spreads using the Cox process within the HJM framework A CDS option pricing model 2011 4 10 70%
Credit risk modeling with affine processes 2005 30 42 62%
REVISITING THE HIGH-YIELD BOND MARKET 1992 15 1 100%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ.
in class
1 SALOMON 6 50% 0.5% 8
2 EX REFI 4 75% 0.2% 3
3 BUSINESS MANAGEMENT ECON MANAGEMENT INFORMA 3 100% 0.2% 3
4 CHAIR FINANCIAL ENGN DERIVAT 2 67% 0.1% 2
5 ECON BUSINESS ADM SOCIAL SCI 2 67% 0.1% 2
6 STAT RISK MANAGEMENT 2 67% 0.1% 2
7 FINANCE INT BUSINESS 2 27% 0.4% 7
8 MARKET RISK MANAGEMENT 2 50% 0.2% 3
9 GRP RISK MANAGEMENT 2 29% 0.3% 5
10 FINANCE FINANCIAL SECTOR MANAGEMENT 2 43% 0.2% 3

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000114363 EXPECTATIONS HYPOTHESIS//TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES
2 0.0000112388 CREDIT SCORING//BANKRUPTCY PREDICTION//BUSINESS FAILURE PREDICTION
3 0.0000109444 CAPITAL STRUCTURE//PECKING ORDER THEORY//TRADE OFF THEORY
4 0.0000107182 SYSTEMIC RISK//INTERBANK MARKET//BANK RUNS
5 0.0000081541 DEPOSIT INSURANCE//MARKET DISCIPLINE//JOURNAL OF BANKING & FINANCE
6 0.0000078566 MUNICIPAL BONDS//FISCAL DISTRESS//FINANCIAL CONDITION
7 0.0000076909 CONTAGION//STOCK MARKET INTEGRATION//STOCK MARKETS
8 0.0000063553 IMPLIED VOLATILITY//STOCHASTIC VOLATILITY//OPTION PRICING
9 0.0000057130 CAPITAL GAINS TAXATION//ASSET LOCATION//TAX ARBITRAGE
10 0.0000055615 AMERICAN OPTIONS//AMERICAN OPTION//OPTION PRICING