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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:

Macro risks and the term structure of interest rates
Geert Bekaert, Eric Engström, Andrey Ermolov
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 479-504
Open Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

Locally robust inference for non‐Gaussian SVAR models
Lukas Hoesch, Adam F. Lee, Geert Mesters
Quantitative Economics (2024) Vol. 15, Iss. 2, pp. 523-570
Open Access | Times Cited: 5
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model
Tilman Bletzinger, Wolfgang Lemke, Jean‐Paul Renne
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
A Dynamic Nelson-Siegel Model for Treasury Bond Yields with Irregular Mixed-Frequency Macroeconomic Information
Jiawei Du, Hong Yi
(2025)
Closed Access
Time-varying risk of nominal bonds: How important are macroeconomic shocks?
Andrey Ermolov
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 1-28
Closed Access | Times Cited: 17
What Explains Global Inflation
Jongrim Ha, M. Ayhan Köse, Franziska Ohnsorge, et al.
World Bank policy research working paper (2023)
Open Access | Times Cited: 10
Locally robust inference for non-Gaussian linear simultaneous equations models
Adam Lee, Geert Mesters
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105647-105647
Open Access | Times Cited: 3
What Explains Global Inflation
Jongrim Ha, M. Ayhan Kose, Franziska Ohnsorge, et al.
IMF Economic Review (2024)
Closed Access | Times Cited: 3
International Yield Comovements
Geert Bekaert, Andrey Ermolov
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 1, pp. 250-288
Closed Access | Times Cited: 13
Tough Talk: The Fed and the Risk Premium
Anna Cieślak, Michael McMahon
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Gabriele Fiorentini, Enrique Sentana
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 643-665
Open Access | Times Cited: 10
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Markku Lanne, Keyan Liu, Jani Luoto
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1341-1351
Open Access | Times Cited: 10
Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?
Andrey Ermolov
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 17
What Explains Global Inflation
Jongrim Ha, M. Ayhan Köse, Franziska Ohnsorge, et al.
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Financial Intermediation and Informational Efficiency: Predicting Business Cycles
Ujjal Chatterjee, Joseph J. French, Constantin Gurdgiev, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103607-103607
Closed Access | Times Cited: 1
Global shocks and trade response-terms of trade, J-curve and the Marshall-Lerner condition: evidence from Brazil♦
Mauro Sayar Ferreira, Marcelo Randolfo da Costa Januário
Estudos Econômicos (São Paulo) (2024) Vol. 54, Iss. 3
Open Access | Times Cited: 1
Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Rashad Ahmed
Energy Economics (2023) Vol. 127, pp. 107114-107114
Closed Access | Times Cited: 3
Capital flows in the euro area and TARGET2 balances
Nikolay Hristov, Oliver Hülsewig, Timo Wollmershäuser
Journal of Banking & Finance (2020) Vol. 113, pp. 105734-105734
Open Access | Times Cited: 7
Risks and risk premia in the US Treasury market
Junye Li, Lucio Sarno, Gabriele Zinna
Journal of Economic Dynamics and Control (2023) Vol. 158, pp. 104788-104788
Open Access | Times Cited: 2
Projection and Contraction Method for Pricing American Bond Options
Qi Zhang, Qi Wang, Ping Zuo, et al.
Mathematics (2023) Vol. 11, Iss. 22, pp. 4689-4689
Open Access | Times Cited: 2
Identifying Aggregate Demand and Supply Shocks Using Sign Restrictions and Higher-Order Moments
Geert Bekaert, Eric Engström, Andrey Ermolov
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Modeling persistent interest rates with double-autoregressive processes
Anne Lundgaard Hansen
Journal of Banking & Finance (2021) Vol. 133, pp. 106302-106302
Closed Access | Times Cited: 4
Oil price shocks and bond risk premia: Evidence from a Panel of 15 Countries
Leonardo Iania, Marco Lyrio, Liana Nersisyan
Energy Economics (2024), pp. 107940-107940
Closed Access
Time-varying variance decomposition of macro-finance term structure models
Anne Lundgaard Hansen
Journal of Empirical Finance (2024), pp. 101563-101563
Closed Access
Macroeconomic Belief Distortions in Bond Returns
Xiaoneng Zhu, Yuting Gong
(2024)
Closed Access
Nonndependent components analysis
Geert Mesters, Piotr Zwiernik
The Annals of Statistics (2024) Vol. 52, Iss. 6
Closed Access
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