{"id":"https://openalex.org/W3024494233","doi":"https://doi.org/10.1016/j.qref.2020.04.005","title":"The cross-country transmission of credit risk between sovereigns and firms in Asia","display_name":"The cross-country transmission of credit risk between sovereigns and firms in Asia","publication_year":2020,"publication_date":"2020-05-17","ids":{"openalex":"https://openalex.org/W3024494233","doi":"https://doi.org/10.1016/j.qref.2020.04.005","mag":"3024494233"},"language":"en","primary_location":{"id":"doi:10.1016/j.qref.2020.04.005","doi":"https://doi.org/10.1016/j.qref.2020.04.005","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.qref.2020.04.005","pdf_url":"https://www.sciencedirect.com/science/article/pii/S1062976920300454","source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"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":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.sciencedirect.com/science/article/pii/S1062976920300454","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087463681","display_name":"Yiling Zha","orcid":"https://orcid.org/0000-0002-0063-6821","observed_orcids":["https://orcid.org/0000-0002-0063-6821"]},"institutions":[{"id":"https://openalex.org/I22128151","display_name":"University of Derby","ror":"https://ror.org/02yhrrk59","country_code":"GB","type":"education","lineage":["https://openalex.org/I22128151"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Yiling Zha","raw_affiliation_strings":["Derby Business School, University of Derby, Kedleston Road, Derby, DE22 1GB, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Derby Business School, University of Derby, Kedleston Road, Derby, DE22 1GB, UK","institution_ids":["https://openalex.org/I22128151"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087376668","display_name":"David Power","orcid":"https://orcid.org/0000-0002-3658-4744","observed_orcids":["https://orcid.org/0000-0002-3658-4744"]},"institutions":[{"id":"https://openalex.org/I177639307","display_name":"University of Dundee","ror":"https://ror.org/03h2bxq36","country_code":"GB","type":"education","lineage":["https://openalex.org/I177639307"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"David Power","raw_affiliation_strings":["School of Business, University of Dundee, Nethergate, Dundee, Scotland, DD1 4HN, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, University of Dundee, Nethergate, Dundee, Scotland, DD1 4HN, UK","institution_ids":["https://openalex.org/I177639307"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076883944","display_name":"Nongnuch Tantisantiwong","orcid":"https://orcid.org/0000-0001-5243-2970","observed_orcids":["https://orcid.org/0000-0001-5243-2970"]},"institutions":[{"id":"https://openalex.org/I52590639","display_name":"Nottingham Trent University","ror":"https://ror.org/04xyxjd90","country_code":"GB","type":"education","lineage":["https://openalex.org/I52590639"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Nongnuch Tantisantiwong","raw_affiliation_strings":["Nottingham Business School, Nottingham Trent University, 50 Shakespeare St, Nottingham NG1 4FQ, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nottingham Business School, Nottingham Trent University, 50 Shakespeare St, Nottingham NG1 4FQ, UK","institution_ids":["https://openalex.org/I52590639"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5087463681"],"corresponding_institution_ids":["https://openalex.org/I22128151"],"apc_list":{"value":1800,"currency":"USD","value_usd":1800},"apc_paid":null,"fwci":3.9662,"has_fulltext":true,"cited_by_count":18,"citation_normalized_percentile":{"value":0.93949896,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"78","issue":null,"first_page":"309","last_page":"320"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9692000150680542,"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":0.9692000150680542,"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":0.01730000041425228,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.011699999682605267,"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/sovereign-risk","display_name":"sovereign risk","score":0.8330000042915344},{"id":"https://openalex.org/keywords/credit-default-swaps","display_name":"credit default swaps","score":0.8339999914169312},{"id":"https://openalex.org/keywords/credit-default-swap-spreads","display_name":"credit default swap spreads","score":0.8880000114440918},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.7200000286102295},{"id":"https://openalex.org/keywords/financial-institutions","display_name":"financial institutions","score":0.7630000114440918},{"id":"https://openalex.org/keywords/non-financial-firms","display_name":"non-financial firms","score":0.7850000262260437},{"id":"https://openalex.org/keywords/east-asia","display_name":"East Asia","score":0.7120000123977661},{"id":"https://openalex.org/keywords/china","display_name":"China","score":0.847000002861023},{"id":"https://openalex.org/keywords/japan","display_name":"Japan","score":1.0},{"id":"https://openalex.org/keywords/south-korea","display_name":"South Korea","score":1.0}],"concepts":[{"id":"https://openalex.org/C2780414751","wikidata":"https://www.wikidata.org/wiki/Q157470","display_name":"Debtor","level":4,"score":0.7605452537536621},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.598003625869751},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5943381190299988},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.555137574672699},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.5500640869140625},{"id":"https://openalex.org/C30589699","wikidata":"https://www.wikidata.org/wiki/Q624028","display_name":"Credit default swap","level":3,"score":0.5469725728034973},{"id":"https://openalex.org/C159091798","wikidata":"https://www.wikidata.org/wiki/Q157165","display_name":"Creditor","level":3,"score":0.5266377925872803},{"id":"https://openalex.org/C76775654","wikidata":"https://www.wikidata.org/wiki/Q27231","display_name":"East Asia","level":3,"score":0.4788767695426941},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4779517650604248},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.44078800082206726},{"id":"https://openalex.org/C120527767","wikidata":"https://www.wikidata.org/wiki/Q3196867","display_name":"Debt","level":2,"score":0.34958261251449585},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3365252614021301},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3265905976295471},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22457680106163025},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1016/j.qref.2020.04.005","doi":"https://doi.org/10.1016/j.qref.2020.04.005","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.qref.2020.04.005","pdf_url":"https://www.sciencedirect.com/science/article/pii/S1062976920300454","source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"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":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:discovery.dundee.ac.uk:openaire/1b2f1ee4-099a-4c83-9bf1-4e0c5da7d7c8","doi":null,"is_oa":true,"landing_page_url":"https://discovery.dundee.ac.uk/en/publications/1b2f1ee4-099a-4c83-9bf1-4e0c5da7d7c8","pdf_url":"https://discovery.dundee.ac.uk/files/49019185/IREF_Revised_Clear_Version.pdf","source":{"id":"https://openalex.org/S4306400523","display_name":"Discovery Research Portal (University of Dundee)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I177639307","host_organization_name":"University of Dundee","host_organization_lineage":["https://openalex.org/I177639307"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Zha, Y, Tantisantowong, N & Power, D 2020, 'The cross-country transmission of credit risk between sovereigns and firms in Asia', Quarterly Review of Economics and Finance, vol. 78, pp. 309-320. https://doi.org/10.1016/j.qref.2020.04.005","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:eee:quaeco:v:78:y:2020:i:c:p:309-320","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1062976920300454","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"},{"id":"pmh:oai:derby.openrepository.com:10545/624813","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10545/624813","pdf_url":null,"source":{"id":"https://openalex.org/S4306402138","display_name":"University of Derby Online Research Archive. (University of Derby)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I22128151","host_organization_name":"University of Derby","host_organization_lineage":["https://openalex.org/I22128151"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":{"id":"doi:10.1016/j.qref.2020.04.005","doi":"https://doi.org/10.1016/j.qref.2020.04.005","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.qref.2020.04.005","pdf_url":"https://www.sciencedirect.com/science/article/pii/S1062976920300454","source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"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":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3024494233.pdf","grobid_xml":"https://content.openalex.org/works/W3024494233.grobid-xml"},"referenced_works_count":47,"referenced_works":["https://openalex.org/W109688573","https://openalex.org/W208209895","https://openalex.org/W1522592437","https://openalex.org/W1916080458","https://openalex.org/W1977480757","https://openalex.org/W1991699532","https://openalex.org/W2029239181","https://openalex.org/W2082317778","https://openalex.org/W2083411195","https://openalex.org/W2084310832","https://openalex.org/W2105973145","https://openalex.org/W2109341760","https://openalex.org/W2110475818","https://openalex.org/W2117958269","https://openalex.org/W2121952336","https://openalex.org/W2137344397","https://openalex.org/W2139400178","https://openalex.org/W2139989558","https://openalex.org/W2147914811","https://openalex.org/W2155797117","https://openalex.org/W2218764512","https://openalex.org/W2549973938","https://openalex.org/W2606985126","https://openalex.org/W2746269424","https://openalex.org/W2902865823","https://openalex.org/W3021709961","https://openalex.org/W3121601268","https://openalex.org/W3121794768","https://openalex.org/W3121818550","https://openalex.org/W3122363920","https://openalex.org/W3122872482","https://openalex.org/W3122926585","https://openalex.org/W3122937796","https://openalex.org/W3123460634","https://openalex.org/W3123699647","https://openalex.org/W3123848600","https://openalex.org/W3124057053","https://openalex.org/W3124302192","https://openalex.org/W3124514992","https://openalex.org/W3125033278","https://openalex.org/W3125122495","https://openalex.org/W3125470130","https://openalex.org/W3125929682","https://openalex.org/W3139701703","https://openalex.org/W3170280379","https://openalex.org/W4248503640","https://openalex.org/W4253369582"],"related_works":["https://openalex.org/W2921244660","https://openalex.org/W7133621124","https://openalex.org/W2795185366","https://openalex.org/W3170280379","https://openalex.org/W3005795961","https://openalex.org/W2213298096","https://openalex.org/W2521756748","https://openalex.org/W3123315275","https://openalex.org/W2790037196","https://openalex.org/W2020576722"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":15},{"year":2021,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2020-05-21T00:00:00"}