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

Basic class information
Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
2 4 ECONOMICS//POLITICAL SCIENCE//EDUCATION & EDUCATIONAL RESEARCH 1996300
115 3       BUSINESS, FINANCE//ECONOMICS//JOURNAL OF BANKING & FINANCE 72270
642 2             BUSINESS, FINANCE//JOURNAL OF BANKING & FINANCE//CAPITAL STRUCTURE 14016
2895 1                   CREDIT RISK//CREDIT DEFAULT SWAPS//JOURNAL OF CREDIT RISK 2150

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 CREDIT RISK authKW 1747878 13% 42% 285
2 CREDIT DEFAULT SWAPS authKW 1352914 7% 61% 151
3 JOURNAL OF CREDIT RISK journal 797030 4% 63% 86
4 CREDIT RATINGS authKW 689152 5% 42% 111
5 CREDIT SPREADS authKW 522129 3% 53% 67
6 CREDIT RATING AGENCIES authKW 516889 2% 77% 46
7 LOSS GIVEN DEFAULT authKW 437111 2% 76% 39
8 BUSINESS, FINANCE WoSSC 426766 66% 2% 1426
9 JOURNAL OF RISK MODEL VALIDATION journal 371978 3% 45% 57
10 CREDIT DERIVATIVES authKW 334987 2% 57% 40

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 426766 66% 2% 1426
2 Economics 57913 56% 0% 1197
3 Social Sciences, Mathematical Methods 10267 9% 0% 186
4 Mathematics, Interdisciplinary Applications 3490 10% 0% 205
5 Statistics & Probability 1376 7% 0% 143
6 Operations Research & Management Science 1091 6% 0% 119
7 Management 473 4% 0% 79
8 Business 238 2% 0% 49
9 International Relations 113 1% 0% 25
10 Mathematics, Applied 29 3% 0% 62

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCE 59157 9% 2% 195
2 BUSINESS MANAGEMENT ECON MANAGEMENT INFORMA 43972 0% 100% 3
3 CORP ACTUARIAL 43972 0% 100% 3
4 ENTERPRISE ST S TESTING 43972 0% 100% 3
5 GRP RISK MANAGEMENT 34191 0% 33% 7
6 EX REFI 33499 0% 57% 4
7 SALOMON 31031 0% 35% 6
8 COMPLUTENSE INT ECON 29314 0% 100% 2
9 CREDIT MODELS 29314 0% 100% 2
10 DANMARKS NATIONALBANK 29314 0% 100% 2

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF CREDIT RISK 797030 4% 63% 86
2 JOURNAL OF RISK MODEL VALIDATION 371978 3% 45% 57
3 JOURNAL OF BANKING & FINANCE 215415 12% 6% 257
4 QUANTITATIVE FINANCE 47098 3% 5% 66
5 JOURNAL OF DERIVATIVES 45405 1% 12% 26
6 JOURNAL OF RISK 37696 1% 12% 22
7 REVIEW OF DERIVATIVES RESEARCH 31993 1% 15% 15
8 JOURNAL OF FINANCE 30560 4% 3% 80
9 JOURNAL OF FINANCIAL STABILITY 28044 1% 7% 28
10 JOURNAL OF EMPIRICAL FINANCE 24147 1% 5% 32

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 CREDIT RISK 1747878 13% 42% 285 Search CREDIT+RISK Search CREDIT+RISK
2 CREDIT DEFAULT SWAPS 1352914 7% 61% 151 Search CREDIT+DEFAULT+SWAPS Search CREDIT+DEFAULT+SWAPS
3 CREDIT RATINGS 689152 5% 42% 111 Search CREDIT+RATINGS Search CREDIT+RATINGS
4 CREDIT SPREADS 522129 3% 53% 67 Search CREDIT+SPREADS Search CREDIT+SPREADS
5 CREDIT RATING AGENCIES 516889 2% 77% 46 Search CREDIT+RATING+AGENCIES Search CREDIT+RATING+AGENCIES
6 LOSS GIVEN DEFAULT 437111 2% 76% 39 Search LOSS+GIVEN+DEFAULT Search LOSS+GIVEN+DEFAULT
7 CREDIT DERIVATIVES 334987 2% 57% 40 Search CREDIT+DERIVATIVES Search CREDIT+DERIVATIVES
8 DEFAULT PROBABILITY 278630 2% 49% 39 Search DEFAULT+PROBABILITY Search DEFAULT+PROBABILITY
9 RATING AGENCIES 267219 1% 65% 28 Search RATING+AGENCIES Search RATING+AGENCIES
10 CORPORATE BONDS 263794 2% 50% 36 Search CORPORATE+BONDS Search CORPORATE+BONDS

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.

Classes with closest relation at Level 1


rank cluster_id2 link
1 37739 CONTINGENT CAPITAL//EQUITY FOR GUARANTEE SWAP//CONTINGENT CONVERTIBLES
2 6211 SYSTEMIC RISK//INTERBANK MARKET//BANK RUNS
3 3039 TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES//EXPECTATIONS HYPOTHESIS
4 24784 MUNICIPAL BONDS//JOURNAL OF ACCOUNTING AND PUBLIC POLICY//BUILD AMERICA BONDS
5 9537 SOVEREIGN DEBT//SOVEREIGN DEFAULT//COLLECTIVE ACTION CLAUSES
6 6400 CREDIT SCORING//BANKRUPTCY PREDICTION//FINANCIAL DISTRESS PREDICTION
7 4993 CONTAGION//VOLATILITY SPILLOVERS//DYNAMIC CONDITIONAL CORRELATION
8 3586 DEPOSIT INSURANCE//MARKET DISCIPLINE//BANK REGULATION
9 4936 CAPITAL STRUCTURE//CASH HOLDINGS//TRADE OFF THEORY
10 35810 STRUCTURED PRODUCTS//GERMAN MARKET//SPDR GOLD SHARES

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