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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:

Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
Xiaolei Sun, Jun Wang, Yanzhen Yao, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101271-101271
Closed Access | Times Cited: 88

Showing 26-50 of 88 citing articles:

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
Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network
Chang Liu, Xiaolei Sun, Jun Wang, et al.
Research in International Business and Finance (2020) Vol. 55, pp. 101318-101318
Closed Access | Times Cited: 35
Dynamic network topology and market performance: A case of the Chinese stock market
Chuangxia Huang, Xian Zhao, Renli Su, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 1962-1978
Closed Access | Times Cited: 35
Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Wang Chen, Kung‐Cheng Ho, Lu Yang
International Review of Financial Analysis (2020) Vol. 72, pp. 101594-101594
Closed Access | Times Cited: 32
Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments
Chang Liu, Xiaolei Sun, Jianping Li
Global Finance Journal (2022) Vol. 56, pp. 100775-100775
Closed Access | Times Cited: 19
European systemic credit risk transmission using Bayesian networks
Laura Ballester, Jesúa López, José M. Pavía
Research in International Business and Finance (2023) Vol. 65, pp. 101914-101914
Open Access | Times Cited: 11
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
Erick Meira, Felipe Arias Fogliano de Souza Cunha, Rafael Baptista Palazzi, et al.
International Review of Financial Analysis (2020) Vol. 70, pp. 101505-101505
Closed Access | Times Cited: 30
Credit risk and financial integration: An application of network analysis
Mita Bhattacharya, John Nkwoma Inekwe, Maria Rebecca Valenzuela
International Review of Financial Analysis (2020) Vol. 72, pp. 101588-101588
Closed Access | Times Cited: 29
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
Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China
Jianbai Huang, Xuesong Dong, Hongwei Zhang, et al.
Resources Policy (2022) Vol. 78, pp. 102938-102938
Closed Access | Times Cited: 17
Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic
Qian Wang, Yu Wei, Yifeng Zhang, et al.
Evaluation Review (2022) Vol. 47, Iss. 3, pp. 391-432
Open Access | Times Cited: 17
Sovereign debt and sovereign risk: a systematic review and meta-analysis
Xiaolei Sun, Yiran Shen, Guowen Li
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 3
Sovereign CDS and mutual funds: Global evidence
Bader Jawid Alsubaiei, Giovanni Calice, Andrew Vivian
Journal of International Financial Markets Institutions and Money (2021) Vol. 73, pp. 101354-101354
Open Access | Times Cited: 18
Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models
Zimo Chen, Guifen Shi, Boyang Sun
Empirical Economics (2024) Vol. 67, Iss. 6, pp. 2463-2502
Closed Access | Times Cited: 2
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications
Danyan Wen, Yudong Wang
Resources Policy (2021) Vol. 74, pp. 102374-102374
Closed Access | Times Cited: 17
The time-varying spillover effect of China’s stock market during the COVID-19 pandemic
Xueyong Liu, Zhihua Chen, Zhensong Chen, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 603, pp. 127821-127821
Open Access | Times Cited: 12
Systemwide directional connectedness from Crude Oil to sovereign credit risk
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Journal of commodity markets (2022) Vol. 30, pp. 100272-100272
Closed Access | Times Cited: 12
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Pengxiang Zhai, Fei Wu, Qiang Ji, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 551-580
Closed Access | Times Cited: 10
Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains
Ying Wang, Hongwei Zhang, Wang Gao, et al.
Tourism Economics (2021) Vol. 29, Iss. 2, pp. 460-487
Open Access | Times Cited: 13
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
Energy financialization, risk and challenges
Qiang Ji, Dayong Zhang, Ali M. Kutan
International Review of Financial Analysis (2020) Vol. 68, pp. 101485-101485
Closed Access | Times Cited: 14
Cross-Border Spillover of Imported Sovereign Risk to China: key factors identification based on XGBoost-SHAP explainable machine learning algorithm
Guifen Shi, Zimo Chen, Weichen Luo, et al.
Finance research letters (2024), pp. 106307-106307
Closed Access | Times Cited: 1
Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia
Chang Liu, Jianping Li, Xiaolei Sun, et al.
Applied Economics Letters (2020) Vol. 28, Iss. 7, pp. 599-607
Closed Access | Times Cited: 10
Investor behavior, stock returns and CDS spreads: evidence from foreign and domestic investors in Korea
Jin Young Yang, Aristeidis Samitas, Ilias Kampouris
International Journal of Managerial Finance (2020) Vol. ahead-of-print, Iss. ahead-of-print
Closed Access | Times Cited: 9

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