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A comprehensive electro-thermo-mechanical transient investigation is carried out to characterize time-dependent thermal and mechanical responses of metal wire bonding interconnects, as they suffer from the impact of an electromagnetic pulse (EMP) with different current or voltage waveforms. In our mathematical implementation, a hybrid time-domain finite element method is applied to simulate mutual interactions among electrical, thermal, and mechanical fields, with all nonlinearities of temperature-dependent electrical conductivities, thermal conductivities, thermal expansion coefficients, and even the Young's modulus of materials being treated appropriately. The developed algorithm is partially validated by computing transient temperature and thermal stress of other interconnects with good agreement with reference results. Parametric studies are performed to show the effects of EMP waveform parameters, geometrical and physical parameters of various wire bonding interconnects on their transient thermal and mechanical responses, thus providing basic information for their electromagnetic protection so as to suppress the impact of an intentional EMP.