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:

How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries
Jun Wang, Xiaolei Sun, Jianping Li
Finance research letters (2019) Vol. 34, pp. 101350-101350
Closed Access | Times Cited: 42

Showing 26-50 of 42 citing articles:

Spatial tale of G-7 and BRICS stock markets during COVID-19: An event study
Sanket Ledwani, Suman Chakraborty, Sandeep S Shenoy
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 2, pp. 20-36
Open Access | Times Cited: 17

Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
Qunwei Wang, Mengmeng Liu, Ling Xiao, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102025-102025
Closed Access | Times Cited: 9

Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter
Zekeriya Yıldırım, Hasan Guloglu
Energy (2024) Vol. 306, pp. 132297-132297
Closed Access | Times Cited: 1

Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGRCH Models
Mohamed Ismail Mohamed Riyath, Nagham Aldabbous
Review of Middle East Economics and Finance (2024) Vol. 20, Iss. 3, pp. 299-329
Closed Access | Times Cited: 1

Gelişmekte Olan Ülkelerde Kredi Temerrüt Takası (CDS) Primlerinin Belirleyicileri: Türkiye'den Kanıtlar
Mustafa Tevfik Kartal, Hasan Murat Ertuğrul, Fatih Ayhan
Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2022) Vol. 40, Iss. 4, pp. 742-761
Open Access | Times Cited: 6

Commodity tail-risk and exchange rates
Massimiliano Bondatti, Giovanni Rillo
Finance research letters (2022) Vol. 47, pp. 102937-102937
Closed Access | Times Cited: 5

Systemically important financial institutions in China: from view of tail risk spillover network
Xin Yang, Shan Chen, Zhifeng Liu, et al.
Applied Economics Letters (2021) Vol. 29, Iss. 19, pp. 1833-1839
Closed Access | Times Cited: 7

Contagion of Fear
Serhan Cevik, Belma Öztürkkal
IMF Working Paper (2020) Vol. 20, Iss. 263
Open Access | Times Cited: 6

Liquidity of corporate bonds and credit spread
Haiyang Wang
Finance research letters (2023) Vol. 55, pp. 103941-103941
Closed Access | Times Cited: 2

SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREADS CHANGES IN VARIOUS ECONOMIC CONJUNCTURES: EVIDENCE FROM TURKEY BY MACHINE LEARNING ALGORITHMS
Mustafa Tevfik Kartal, Serpil Kılıç Depren, Özer Depren
Yönetim ve Ekonomi Araştırmaları Dergisi (2022) Vol. 20, Iss. 1, pp. 354-374
Open Access | Times Cited: 4

Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach
Shuting Liu, Qifa Xu, Cuixia Jiang
Applied Economics Letters (2020) Vol. 28, Iss. 18, pp. 1600-1609
Open Access | Times Cited: 4

Interactions between Geopolitical Risk and Sovereign Probability of Default: Does Oil Price Matter?
Samet Günay, David Szabo, Balázs Árpád Szűcs
(2024)
Closed Access

The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies
Pascal Xavier Gnagne, Beatrice D. Simo‐Kengne, Mathias Mandla Manguzvane
Investment Analysts Journal (2024) Vol. 53, Iss. 3, pp. 262-285
Open Access

Global Value Chains and Systemic Risk: Evidence from China and the G7 Countries
Siyu Zhu, Yong Li, Tong Niu
Emerging Markets Finance and Trade (2024), pp. 1-16
Closed Access

Evaluating the Impact of Oil Market Shocks on Sovereign Credit Default Swaps in Major Oil-Exporting Economies
Nadia Belkhir, Mohammed Alhashim, Nader Naifar
Engineering Technology & Applied Science Research (2024) Vol. 14, Iss. 6, pp. 17958-17968
Open Access

CDS risk premia forecasting with multi-featured deep RNNs: An application on BR[I]CS countries
Yasin Kütük
Borsa Istanbul Review (2023) Vol. 23, Iss. 6, pp. 1380-1398
Open Access | Times Cited: 1

What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries
Yihong Ma, Simon Cottrell, Sarath Delpachitra, et al.
The Energy Journal (2022) Vol. 44, Iss. 5, pp. 277-300
Closed Access | Times Cited: 1

Credit default swap premium volatility and its relationship with selected macroeconomic variables: the case of Turkiye
Mustafa ÇEVİK, Dilek ŞAHİN
Hitit Sosyal Bilimler Dergisi (2023) Vol. 16, Iss. 2, pp. 461-482
Open Access

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