{"id":"https://openalex.org/W2582789151","doi":"https://doi.org/10.1016/j.jbankfin.2018.07.011","title":"Sector spillovers in credit markets","display_name":"Sector spillovers in credit markets","publication_year":2018,"publication_date":"2018-08-09","ids":{"openalex":"https://openalex.org/W2582789151","doi":"https://doi.org/10.1016/j.jbankfin.2018.07.011","mag":"2582789151"},"language":"en","primary_location":{"id":"doi:10.1016/j.jbankfin.2018.07.011","doi":"https://doi.org/10.1016/j.jbankfin.2018.07.011","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2018.07.011","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","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 Banking &amp; Finance","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.2904974","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5063667508","display_name":"J\u00e9r\u00f4me Collet","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jerome Collet","raw_affiliation_strings":["Lombard Odier Investment Managers, Avenue des Morgines 6, Petit-Lancy 1214 Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lombard Odier Investment Managers, Avenue des Morgines 6, Petit-Lancy 1214 Switzerland","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008398686","display_name":"Florian Ielpo","orcid":"https://orcid.org/0000-0002-6274-4406","observed_orcids":["https://orcid.org/0000-0002-6274-4406"]},"institutions":[{"id":"https://openalex.org/I4210088826","display_name":"Centre d'\u00c9conomie de la Sorbonne","ror":"https://ror.org/006shqv80","country_code":"FR","type":"facility","lineage":["https://openalex.org/I11559806","https://openalex.org/I1294671590","https://openalex.org/I277688954","https://openalex.org/I4210088826","https://openalex.org/I4210150854","https://openalex.org/I51101395"]},{"id":"https://openalex.org/I51101395","display_name":"Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne","ror":"https://ror.org/002t25c44","country_code":"FR","type":"education","lineage":["https://openalex.org/I51101395"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Florian Ielpo","raw_affiliation_strings":["Unigestion, Avenue de Champel 8c, 1206 Geneva, Switzerland","University Paris 1 Pantheon-Sorbonne - CES, Maison des Sciences Economiques, 106-113 Boulevard de l\u2019Hopital, Paris 75013, France and Labex Refi"],"raw_orcid":"https://orcid.org/0000-0002-6274-4406","affiliations":[{"raw_affiliation_string":"Unigestion, Avenue de Champel 8c, 1206 Geneva, Switzerland","institution_ids":[]},{"raw_affiliation_string":"University Paris 1 Pantheon-Sorbonne - CES, Maison des Sciences Economiques, 106-113 Boulevard de l\u2019Hopital, Paris 75013, France and Labex Refi","institution_ids":["https://openalex.org/I4210088826","https://openalex.org/I51101395"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5008398686"],"corresponding_institution_ids":["https://openalex.org/I4210088826","https://openalex.org/I51101395"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":7.5953,"has_fulltext":false,"cited_by_count":55,"citation_normalized_percentile":{"value":0.97302885,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"94","issue":null,"first_page":"267","last_page":"278"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9872999787330627,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9872999787330627,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.00559999980032444,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.003800000064074993,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/volatility-spillovers","display_name":"volatility spillovers","score":0.8769999742507935},{"id":"https://openalex.org/keywords/credit-markets","display_name":"credit markets","score":0.8339999914169312},{"id":"https://openalex.org/keywords/investment-grade-bonds","display_name":"investment grade bonds","score":0.8090000152587891},{"id":"https://openalex.org/keywords/financial-stability","display_name":"financial stability","score":0.9240000247955322},{"id":"https://openalex.org/keywords/insurance-industry","display_name":"insurance industry","score":0.777999997138977},{"id":"https://openalex.org/keywords/energy-sector","display_name":"energy sector","score":0.9990000128746033},{"id":"https://openalex.org/keywords/markov-switching-model","display_name":"Markov regime switching","score":0.5830000042915344},{"id":"https://openalex.org/keywords/regime-switching-models","display_name":"regime switching","score":0.4740000069141388},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.5350000262260437}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7405087351799011},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.6894001960754395},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6405565738677979},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.6399716138839722},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5452225804328918},{"id":"https://openalex.org/C197142791","wikidata":"https://www.wikidata.org/wiki/Q540626","display_name":"Bond market","level":2,"score":0.5258684158325195},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.5133630633354187},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4590204656124115},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.450497031211853},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.32072967290878296},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.25260239839553833},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17676788568496704},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.14830902218818665},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jbankfin.2018.07.011","doi":"https://doi.org/10.1016/j.jbankfin.2018.07.011","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2018.07.011","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","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 Banking &amp; Finance","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.2904974","doi":"https://doi.org/10.2139/ssrn.2904974","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2904974","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:jbfina:v:94:y:2018:i:c:p:267-278","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378426618301584","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.2904974","doi":"https://doi.org/10.2139/ssrn.2904974","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2904974","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":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G3119449696","display_name":"Paris Nouveaux Mondes Hautes Etudes Sorbonne Arts et M\u00e9tiers","funder_award_id":"ANR-11-IDEX-0006","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G4187542181","display_name":"Excellence Laboratory Financial Regulation","funder_award_id":"ANR-10-LABX-0095","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"}],"funders":[{"id":"https://openalex.org/F4320320883","display_name":"Agence Nationale de la Recherche","ror":"https://ror.org/00rbzpz17"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W1830719945","https://openalex.org/W1969610664","https://openalex.org/W1975315388","https://openalex.org/W1977018057","https://openalex.org/W1977480757","https://openalex.org/W1980676991","https://openalex.org/W1996433156","https://openalex.org/W1999554386","https://openalex.org/W1999814123","https://openalex.org/W2023240121","https://openalex.org/W2039734130","https://openalex.org/W2055668929","https://openalex.org/W2058882886","https://openalex.org/W2065194732","https://openalex.org/W2070483806","https://openalex.org/W2070712342","https://openalex.org/W2074812030","https://openalex.org/W2078568465","https://openalex.org/W2080015459","https://openalex.org/W2090668243","https://openalex.org/W2095271489","https://openalex.org/W2095757647","https://openalex.org/W2134648001","https://openalex.org/W2136256155","https://openalex.org/W2138760124","https://openalex.org/W2149723535","https://openalex.org/W2158366624","https://openalex.org/W2164312708","https://openalex.org/W2167249902","https://openalex.org/W2567841533","https://openalex.org/W2625898943","https://openalex.org/W2788205237","https://openalex.org/W2895755632","https://openalex.org/W2947626232","https://openalex.org/W3020982786","https://openalex.org/W3121622333","https://openalex.org/W3121701407","https://openalex.org/W3122186884","https://openalex.org/W3122872482","https://openalex.org/W3122966955","https://openalex.org/W3123143752","https://openalex.org/W3124773624","https://openalex.org/W4230024842","https://openalex.org/W4241115065","https://openalex.org/W4246478771","https://openalex.org/W4250458739","https://openalex.org/W4321456211"],"related_works":["https://openalex.org/W2790429593","https://openalex.org/W2790037196","https://openalex.org/W3123315275","https://openalex.org/W7034514404","https://openalex.org/W2761001951","https://openalex.org/W7062225752","https://openalex.org/W2947925940","https://openalex.org/W4391179018","https://openalex.org/W2107866110","https://openalex.org/W2205189611"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":10},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":5},{"year":2015,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2017-02-03T00:00:00"}
