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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:

Assessing systemic risks and predicting systemic events
Marco Lo Duca, Tuomas A. Peltonen
Journal of Banking & Finance (2012) Vol. 37, Iss. 7, pp. 2183-2195
Closed Access | Times Cited: 212

Showing 26-50 of 212 citing articles:

Short-Term Impact of COVID-19 on Indian Stock Market
Yashraj Varma, Renuka Venkataramani, Parthajit Kayal, et al.
Journal of risk and financial management (2021) Vol. 14, Iss. 11, pp. 558-558
Open Access | Times Cited: 41
Financial stability and monetary policy reaction: Evidence from the GCC countries
Ahmed H. Elsayed, Nader Naifar, Samia Nasreen
The Quarterly Review of Economics and Finance (2022) Vol. 87, pp. 396-405
Open Access | Times Cited: 32
An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression
Da Wang, YingXue Zhou
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 6
Signalling Fiscal Stress in the Euro Area: A Country-Specific Early Warning System
Pablo Hernández de Cos, Enrique Moral‐Benito, Gerrit Koester, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 60
Leading indicators of systemic banking crises: Finland in a panel of EU countries
Patrizio Lainà, Juho Nyholm, Peter Sarlin
Review of Financial Economics (2015) Vol. 24, Iss. 1, pp. 18-35
Open Access | Times Cited: 58
Predicting Distress in European Banks
Frank Betz, Silviu Opricǎ, Tuomas A. Peltonen, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 56
System-focused risk identification and assessment for disaster preparedness: Dynamic threat analysis
J. H. Powell, Navonil Mustafee, Albert Chen, et al.
European Journal of Operational Research (2016) Vol. 254, Iss. 2, pp. 550-564
Open Access | Times Cited: 54
Delving into the nexus: financial stress and asymmetric monetary policy response
A. Sarath Babu, Aswathi Nair
Applied Economics (2025), pp. 1-17
Closed Access
Tailored Microprudential Recommendations for Bank Profit Retention Using a Risk Tolerance Framework
Petr Jakubík, Bogdan-Gabriel Moinescu
International Review of Economics & Finance (2025) Vol. 98, pp. 103951-103951
Open Access
Financial contagion and asset pricing
Renée Fry-McKibbin, Vance L. Martin, Chrismin Tang
Journal of Banking & Finance (2014) Vol. 47, pp. 296-308
Open Access | Times Cited: 49
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
Esther B. Del Brío, Andrés Mora‐Valencia, Javier Perote
Emerging Markets Review (2017) Vol. 31, pp. 96-115
Closed Access | Times Cited: 41
Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 29
Measurement and Early Warning of Systemic Financial Risk in China: Markov Switching Models
Yingdong Wang, Wenzhi Xi
Computational Economics (2025)
Closed Access
From Global Financial Crisis to COVID-19: The Changing Multiscale Systematic Risks in Asian Stock Markets
Aswini Kumar Mishra, Mihir Dinesh Mahajan, Bibhu Prasad Kar, et al.
Asia-Pacific Financial Markets (2025)
Closed Access
Early warning system in business, finance, and economics
Igor Klopotan, Jovana Zoroja, Maja Meško
International Journal of Engineering Business Management (2018) Vol. 10
Open Access | Times Cited: 37
The Leverage Ratio, Risk-Taking and Bank Stability
Jonathan Acosta Smith, Michael Grill, Jan Hannes Lang
SSRN Electronic Journal (2018)
Open Access | Times Cited: 37
Predicting U.S. Bank Failures with MIDAS Logit Models
Francesco Audrino, Alexander Kostrov, Juan‐Pablo Ortega
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2575-2603
Open Access | Times Cited: 35
Credit expansion and financial stability in Malaysia
Seow Shin Koong, Siong Hook Law, Mansor H. Ibrahim
Economic Modelling (2016) Vol. 61, pp. 339-350
Open Access | Times Cited: 34
Bank risk, competition and bank connectedness with firms: A literature review
Cristina Badarau, Ion Lapteacru
Research in International Business and Finance (2019) Vol. 51, pp. 101017-101017
Open Access | Times Cited: 33
Innovations in Management of Banks Deposit Portfolio: Structure of Customer Deposit
Svitlana Andros, Liudmyla Akimova, Oksana Butkevich
Marketing and Management of Innovations (2020), Iss. 2, pp. 206-220
Open Access | Times Cited: 29
Identifying Excessive Credit Growth and Leverage
Lucia Alessi, Carsten Detken
SSRN Electronic Journal (2014)
Open Access | Times Cited: 34
Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty
Markus Holopainen, Peter Sarlin
SSRN Electronic Journal (2015)
Open Access | Times Cited: 33
On biologically inspired predictions of the global financial crisis
Peter Sarlin
Neural Computing and Applications (2012) Vol. 24, Iss. 3-4, pp. 663-673
Closed Access | Times Cited: 33
Economic resilience: A new set of vulnerability indicators for OECD countries
Oliver Röhn, Aida Caldera Sánchez, Mikkel Hermansen, et al.
OECD Economics Department working papers (2015)
Open Access | Times Cited: 33
Macroprudential oversight, risk communication and visualization
Peter Sarlin
Journal of Financial Stability (2016) Vol. 27, pp. 160-179
Open Access | Times Cited: 30

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