Work

Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches

Year: 2022

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2022.101636

Author: Sun-Yong Choi

Institution: Gachon University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Gachon University, Ministry of Science, ICT and Future Planning, National Research Foundation of Korea

Award: G3054048431

OpenAlex ID: W4294604413

FWCI: 3.296

Cites: 156

Cited by: 20

Related to: 10