{"id":"https://openalex.org/W4294604413","doi":"https://doi.org/10.1016/j.intfin.2022.101636","title":"Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches","display_name":"Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches","publication_year":2022,"publication_date":"2022-08-19","ids":{"openalex":"https://openalex.org/W4294604413","doi":"https://doi.org/10.1016/j.intfin.2022.101636"},"language":"en","primary_location":{"id":"doi:10.1016/j.intfin.2022.101636","doi":"https://doi.org/10.1016/j.intfin.2022.101636","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.intfin.2022.101636","pdf_url":null,"source":{"id":"https://openalex.org/S82743730","display_name":"Journal of International Financial Markets Institutions and Money","issn_l":"1042-4431","issn":["1042-4431","1873-0612"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-1","poland-100","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 International Financial Markets, Institutions and Money","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/A5055325039","display_name":"Sun\u2010Yong Choi","orcid":"https://orcid.org/0000-0001-7234-7183","observed_orcids":["https://orcid.org/0000-0001-7234-7183"]},"institutions":[{"id":"https://openalex.org/I12832649","display_name":"Gachon University","ror":"https://ror.org/03ryywt80","country_code":"KR","type":"education","lineage":["https://openalex.org/I12832649"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Sun-Yong Choi","raw_affiliation_strings":["Department of Financial Mathematics, Gachon University, Seongnam 13120, Republic of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Financial Mathematics, Gachon University, Seongnam 13120, Republic of Korea","institution_ids":["https://openalex.org/I12832649"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5055325039"],"corresponding_institution_ids":["https://openalex.org/I12832649"],"apc_list":{"value":2460,"currency":"USD","value_usd":2460},"apc_paid":null,"fwci":3.2963,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.92971716,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":99},"biblio":{"volume":"80","issue":null,"first_page":"101636","last_page":"101636"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.8676999807357788,"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":0.8676999807357788,"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":0.05009999871253967,"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":0.02969999983906746,"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":0.8489999771118164},{"id":"https://openalex.org/keywords/risk-transmission","display_name":"risk transmission","score":0.4690000116825104},{"id":"https://openalex.org/keywords/financial-market-interconnectedness","display_name":"financial market interconnectedness","score":0.6990000009536743},{"id":"https://openalex.org/keywords/wavelet-coherence","display_name":"wavelet coherence","score":0.7200000286102295},{"id":"https://openalex.org/keywords/partial-wavelet-coherence","display_name":"partial wavelet coherence","score":0.6899999976158142},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.7110000252723694},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.9860000014305115},{"id":"https://openalex.org/keywords/eurozone-crisis","display_name":"eurozone crisis","score":0.9779999852180481},{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.9890000224113464},{"id":"https://openalex.org/keywords/asia","display_name":"Asia","score":0.7300000190734863},{"id":"https://openalex.org/keywords/north-america","display_name":"North America","score":0.9990000128746033},{"id":"https://openalex.org/keywords/europe","display_name":"Europe","score":0.7269999980926514},{"id":"https://openalex.org/keywords/financial-market-stability","display_name":"financial market stability","score":0.49900001287460327}],"concepts":[{"id":"https://openalex.org/C30589699","wikidata":"https://www.wikidata.org/wiki/Q624028","display_name":"Credit default swap","level":3,"score":0.5992922782897949},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.5566039085388184},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.5324626564979553},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.5256903171539307},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5243414044380188},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.47705426812171936},{"id":"https://openalex.org/C76073288","wikidata":"https://www.wikidata.org/wiki/Q1337875","display_name":"Financial risk","level":2,"score":0.43814489245414734},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4370110332965851},{"id":"https://openalex.org/C180879305","wikidata":"https://www.wikidata.org/wiki/Q590998","display_name":"Credit crunch","level":2,"score":0.4295118451118469},{"id":"https://openalex.org/C144587487","wikidata":"https://www.wikidata.org/wiki/Q1369234","display_name":"Systemic risk","level":3,"score":0.41173163056373596},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3938557505607605},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.36598849296569824},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.09735965728759766}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.intfin.2022.101636","doi":"https://doi.org/10.1016/j.intfin.2022.101636","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.intfin.2022.101636","pdf_url":null,"source":{"id":"https://openalex.org/S82743730","display_name":"Journal of International Financial Markets Institutions and Money","issn_l":"1042-4431","issn":["1042-4431","1873-0612"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-1","poland-100","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 International Financial Markets, Institutions and Money","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1042443122001093","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":null,"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G3054048431","display_name":null,"funder_award_id":"GCU-202103410001","funder_id":"https://openalex.org/F4320321366","funder_display_name":"Gachon University"}],"funders":[{"id":"https://openalex.org/F4320321366","display_name":"Gachon University","ror":"https://ror.org/03ryywt80"},{"id":"https://openalex.org/F4320322030","display_name":"Ministry of Science, ICT and Future Planning","ror":"https://ror.org/032e49973"},{"id":"https://openalex.org/F4320322120","display_name":"National Research Foundation of Korea","ror":"https://ror.org/013aysd81"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":156,"referenced_works":["https://openalex.org/W570961592","https://openalex.org/W1504714231","https://openalex.org/W1515604436","https://openalex.org/W1517059950","https://openalex.org/W1520529735","https://openalex.org/W1525650168","https://openalex.org/W1535666616","https://openalex.org/W1560513679","https://openalex.org/W1565591840","https://openalex.org/W1581697869","https://openalex.org/W1588163064","https://openalex.org/W1727659491","https://openalex.org/W1752027016","https://openalex.org/W1784708412","https://openalex.org/W1849809589","https://openalex.org/W1899858220","https://openalex.org/W1899865046","https://openalex.org/W1954685264","https://openalex.org/W1966910378","https://openalex.org/W1967560646","https://openalex.org/W1968724135","https://openalex.org/W1970085069","https://openalex.org/W1970362302","https://openalex.org/W1974444063","https://openalex.org/W1975994995","https://openalex.org/W1977480757","https://openalex.org/W1984415833","https://openalex.org/W1989491465","https://openalex.org/W1993443607","https://openalex.org/W1998529070","https://openalex.org/W1999367385","https://openalex.org/W2011655353","https://openalex.org/W2015445656","https://openalex.org/W2018940371","https://openalex.org/W2027953212","https://openalex.org/W2028726096","https://openalex.org/W2029239181","https://openalex.org/W2032540072","https://openalex.org/W2036160514","https://openalex.org/W2036605174","https://openalex.org/W2039191214","https://openalex.org/W2039734130","https://openalex.org/W2048163607","https://openalex.org/W2052902288","https://openalex.org/W2062645616","https://openalex.org/W2062931349","https://openalex.org/W2065376635","https://openalex.org/W2066580768","https://openalex.org/W2078213728","https://openalex.org/W2084774270","https://openalex.org/W2087463272","https://openalex.org/W2088310452","https://openalex.org/W2095673494","https://openalex.org/W2097580026","https://openalex.org/W2099366283","https://openalex.org/W2100194973","https://openalex.org/W2100273878","https://openalex.org/W2106988883","https://openalex.org/W2109901567","https://openalex.org/W2124532504","https://openalex.org/W2136661010","https://openalex.org/W2148156745","https://openalex.org/W2149948943","https://openalex.org/W2155797117","https://openalex.org/W2162335029","https://openalex.org/W2166422272","https://openalex.org/W2169476066","https://openalex.org/W2173306896","https://openalex.org/W2176974467","https://openalex.org/W2270740919","https://openalex.org/W2282402434","https://openalex.org/W2344454021","https://openalex.org/W2407329690","https://openalex.org/W2413463209","https://openalex.org/W2539434941","https://openalex.org/W2589756086","https://openalex.org/W2590534521","https://openalex.org/W2594291724","https://openalex.org/W2624907516","https://openalex.org/W2740288336","https://openalex.org/W2747455743","https://openalex.org/W2766366112","https://openalex.org/W2782585732","https://openalex.org/W2790037196","https://openalex.org/W2792877653","https://openalex.org/W2794741712","https://openalex.org/W2804296154","https://openalex.org/W2808451849","https://openalex.org/W2888832810","https://openalex.org/W2899174357","https://openalex.org/W2905582627","https://openalex.org/W2911396933","https://openalex.org/W2921690693","https://openalex.org/W2929957074","https://openalex.org/W2940802932","https://openalex.org/W2943130330","https://openalex.org/W2947046676","https://openalex.org/W2949333925","https://openalex.org/W2952160332","https://openalex.org/W2955693940","https://openalex.org/W2968174775","https://openalex.org/W2973006390","https://openalex.org/W3000709374","https://openalex.org/W3006271636","https://openalex.org/W3011681831","https://openalex.org/W3014712455","https://openalex.org/W3021072387","https://openalex.org/W3022497043","https://openalex.org/W3026479760","https://openalex.org/W3028843255","https://openalex.org/W3033948684","https://openalex.org/W3040149033","https://openalex.org/W3042890855","https://openalex.org/W3044089532","https://openalex.org/W3088730674","https://openalex.org/W3092876935","https://openalex.org/W3100477271","https://openalex.org/W3104480278","https://openalex.org/W3119115111","https://openalex.org/W3121319414","https://openalex.org/W3121336728","https://openalex.org/W3121955125","https://openalex.org/W3122361572","https://openalex.org/W3122403692","https://openalex.org/W3122893082","https://openalex.org/W3123356071","https://openalex.org/W3123580022","https://openalex.org/W3123791576","https://openalex.org/W3123965733","https://openalex.org/W3123987530","https://openalex.org/W3124124033","https://openalex.org/W3124567809","https://openalex.org/W3125470130","https://openalex.org/W3125733608","https://openalex.org/W3125754252","https://openalex.org/W3125893735","https://openalex.org/W3127125247","https://openalex.org/W3128560082","https://openalex.org/W3150005976","https://openalex.org/W3152225852","https://openalex.org/W3155801225","https://openalex.org/W3165934129","https://openalex.org/W3173275926","https://openalex.org/W3185732894","https://openalex.org/W3188247589","https://openalex.org/W3194220130","https://openalex.org/W3200697294","https://openalex.org/W3208606325","https://openalex.org/W3215049568","https://openalex.org/W4200101666","https://openalex.org/W4206084523","https://openalex.org/W4234402393","https://openalex.org/W4245160271","https://openalex.org/W4283656653","https://openalex.org/W4388953483","https://openalex.org/W6804290645"],"related_works":["https://openalex.org/W7044329962","https://openalex.org/W4401253060","https://openalex.org/W4241779969","https://openalex.org/W4415095216","https://openalex.org/W2205893783","https://openalex.org/W2070437839","https://openalex.org/W4392381800","https://openalex.org/W6899371765","https://openalex.org/W2522092411","https://openalex.org/W4281398407"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":6}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2022-09-05T00:00:00"}
