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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Time domain and frequency domain Granger causality networks: Application to China’s financial institutions
Gang‐Jin Wang, Hui-Bin Si, Yangyang Chen, et al.
Finance research letters (2020) Vol. 39, pp. 101662-101662
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions
Gang‐Jin Wang, Yangyang Chen, Hui-Bin Si, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 325-347
Closed Access | Times Cited: 102
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Zhifeng Dai, Haoyang Zhu
International Review of Economics & Finance (2022) Vol. 83, pp. 421-450
Closed Access | Times Cited: 64
Multilayer network analysis of investor sentiment and stock returns
Gang‐Jin Wang, Xiong Lu, You Zhu, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101707-101707
Closed Access | Times Cited: 56
Multiscale features of extreme risk spillover networks among global stock markets
Yinghua Ren, Wanru Zhao, Wanhai You, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101754-101754
Closed Access | Times Cited: 46
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
Shigang Wen, Jianping Li, Chuangxia Huang, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 88, pp. 190-202
Closed Access | Times Cited: 37
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 8
Systemic risk in the Chinese financial system: A panel Granger causality analysis
Peter Cincinelli, Elisabetta Pellini, Giovanni Urga
International Review of Financial Analysis (2022) Vol. 82, pp. 102179-102179
Open Access | Times Cited: 37
Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 34
Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain
Veli Yılancı, Önder Özgür, Muhammed Şehid Görüş
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 35
Connectedness and systemic risk of the banking industry along the Belt and Road
Gang‐Jin Wang, Yusen Feng, Yufeng Xiao, et al.
Journal of Management Science and Engineering (2021) Vol. 7, Iss. 2, pp. 303-329
Open Access | Times Cited: 31
Long short-term memory autoencoder based network of financial indices
Kamrul Hasan Tuhin, Ashadun Nobi, Mahmudul Hasan Rakib, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective
Mengting Li, X. Ma, Jingyi Jia, et al.
International Review of Economics & Finance (2025), pp. 103976-103976
Open Access
Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network
Xiao-Li Gong, Wu Zhuo-Cheng, Xiong Xiong, et al.
International Review of Economics & Finance (2025), pp. 103992-103992
Open Access
The Cross‐Industry Contagion Network of Systemic Risk: Evidence From China
Limei Sun, Qing Shen, Xiaoqing Huang
Asian-Pacific Economic Literature (2025)
Closed Access
Time-varying pattern causality inference in global stock markets
Tao Wu, Xiangyun Gao, Sufang An, et al.
International Review of Financial Analysis (2021) Vol. 77, pp. 101806-101806
Closed Access | Times Cited: 25
Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model
Maoxi Tian, Fei Guo, Rong Niu
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101817-101817
Closed Access | Times Cited: 16
Interconnectedness and extreme risk: Evidence from dual banking systems
Abdelhamid Addi, Jamal Bouoiyour
Economic Modelling (2022) Vol. 120, pp. 106150-106150
Open Access | Times Cited: 15
The cross-sector risk contagion among Chinese financial institutions: Evidence from the extreme volatility spillover perspective
Rui Ke, Anni Shen, Man Yin, et al.
Finance research letters (2024) Vol. 63, pp. 105303-105303
Closed Access | Times Cited: 2
Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
Xiaoye Jin
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Granger causality networks of price leadership in the retail tea market of Argentina
Juan M.C. Larrosa, Emiliano Gutiérrez, Juan I. Uriarte, et al.
Journal of Revenue and Pricing Management (2024)
Closed Access | Times Cited: 1
Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*
Yuanyue Deng, Ying Wu
Asia-Pacific Journal of Financial Studies (2024) Vol. 53, Iss. 5, pp. 555-595
Closed Access | Times Cited: 1
Risk Transmission of Trade Price Fluctuations from a Nickel Chain Perspective: Based on Systematic Risk Entropy and Granger Causality Networks
Xuanru Zhou, Shuxian Zheng, Hua Zhang, et al.
Entropy (2022) Vol. 24, Iss. 9, pp. 1221-1221
Open Access | Times Cited: 7
A gradient boosting approach to estimating tail risk interconnectedness
Yunshen Long, Linqing Zeng, Jing Wang, et al.
Applied Economics (2021) Vol. 54, Iss. 8, pp. 862-879
Closed Access | Times Cited: 6
A study on China’s systemically important financial institutions based on multi-time scale causality networks
Yunchao Hu, Guibin Lu, Wenyu Gao
Physica A Statistical Mechanics and its Applications (2022) Vol. 607, pp. 128216-128216
Closed Access | Times Cited: 4
Multi-Scale Characteristics of Investor Sentiment Transmission Based on Wavelet, Transfer Entropy and Network Analysis
Muye Han, Jinsheng Zhou
Entropy (2022) Vol. 24, Iss. 12, pp. 1786-1786
Open Access | Times Cited: 3
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