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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:

Predicting distress in European banks
Frank Betz, Silviu Opricǎ, Tuomas A. Peltonen, et al.
Journal of Banking & Finance (2013) Vol. 45, pp. 225-241
Open Access | Times Cited: 245

Showing 26-50 of 245 citing articles:

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
Contribution of macroeconomic factors to the prediction of small bank failures
Davide Salvatore Mare
Journal of International Financial Markets Institutions and Money (2015) Vol. 39, pp. 25-39
Open Access | Times Cited: 46
Prediction of financial distress in the Spanish banking system
Jessica Paule‐Vianez, Milagros Gutiérrez Fernández, José Luís Coca-Pérez
Applied Economic Analysis (2019) Vol. 28, Iss. 82, pp. 69-87
Open Access | Times Cited: 42
Efficiency factors in OECD banks: A ten-year analysis
Peter Wänke, Md. Abul Kalam Azad, Carlos Pestana Barros
Expert Systems with Applications (2016) Vol. 64, pp. 208-227
Closed Access | Times Cited: 39
Macroeconomic and macro-financial factors as leading indicators of non-performing loans
Karsten Stæhr, Lenno Uusküla
Journal of Economic Studies (2020) Vol. 48, Iss. 3, pp. 720-740
Closed Access | Times Cited: 35
Predicting financial crises with machine learning methods
Lanbiao Liu, Chen Chen, Bo Wang
Journal of Forecasting (2021) Vol. 41, Iss. 5, pp. 871-910
Closed Access | Times Cited: 27
Predicting financial distress in emerging markets: the case of Indian small enterprises
R. Mahesh, Anamika Kumari, Debabrata Sharma, et al.
Cogent Economics & Finance (2025) Vol. 13, Iss. 1
Open Access
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
Bank networks from text: interrelations, centrality and determinants
Samuel Rönnqvist, Peter Sarlin
Quantitative Finance (2015) Vol. 15, Iss. 10, pp. 1619-1635
Open Access | Times Cited: 36
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
Forecasting banking crises with dynamic panel probit models
António Antunes, Diana Bonfim, Nuno Monteiro, et al.
International Journal of Forecasting (2018) Vol. 34, Iss. 2, pp. 249-275
Open Access | Times Cited: 35
Bank bailouts in Europe and bank performance
Maria Gerhardt, Rudi Vander Vennet
Finance research letters (2017) Vol. 22, pp. 74-80
Open Access | Times Cited: 32
Interconnectedness of the banking sector as a vulnerability to crises
Tuomas A. Peltonen, Michela Rancan, Peter Sarlin
International Journal of Finance & Economics (2018) Vol. 24, Iss. 2, pp. 963-990
Open Access | Times Cited: 30
Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?
Jacopo Carmassi, Sonja Dobkowitz, Johanne Evrard, et al.
Economic Policy (2020) Vol. 35, Iss. 101, pp. 41-95
Closed Access | Times Cited: 26
Does high profitability improve stability for European banks?
Pierre Pessarossi, Jean-Luc Thevenon, Laurent Weill
Research in International Business and Finance (2020) Vol. 53, pp. 101220-101220
Open Access | Times Cited: 25
Financial Inclusion and Bank Stability: Evidence from Europe
Gamze Öztürk Danışman, Amine Tarazi
SSRN Electronic Journal (2020)
Open Access | Times Cited: 24
Modified interval EDAS approach for the multi-criteria ranking problem in banking sector of Iran
Rouhollah Kiani Ghaleh No, Sadegh Niroomand, Hosein Didehkhani, et al.
Journal of Ambient Intelligence and Humanized Computing (2020) Vol. 12, Iss. 7, pp. 8129-8148
Closed Access | Times Cited: 24
Understanding the World Economy in Terms of Networks: A Survey of Data-Based Network Science Approaches on Economic Networks
Frank Emmert‐Streib, Shailesh Tripathi, Olli Yli‐Harja, et al.
Frontiers in Applied Mathematics and Statistics (2018) Vol. 4
Open Access | Times Cited: 27
CoRisk: Credit Risk Contagion with Correlation Network Models
Paolo Giudici, Laura Parisi
Risks (2018) Vol. 6, Iss. 3, pp. 95-95
Open Access | Times Cited: 27
Conditional graphical models for systemic risk estimation
Paola Cerchiello, Paolo Giudici
Expert Systems with Applications (2015) Vol. 43, pp. 165-174
Closed Access | Times Cited: 26
Predicting US bank failures: A comparison of logit and data mining models
Zhongbo Jing, Yi Fang
Journal of Forecasting (2017) Vol. 37, Iss. 2, pp. 235-256
Closed Access | Times Cited: 25
Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
Thibaut Duprey, Benjamin Klaus
Journal of Banking & Finance (2021) Vol. 138, pp. 106196-106196
Closed Access | Times Cited: 20
Bank survival around the world: A meta‐analytic review
Evžen Kočenda, Ichiro Iwasaki
Journal of Economic Surveys (2021) Vol. 36, Iss. 1, pp. 108-156
Open Access | Times Cited: 18
National Culture and Banks Stock Volatility
Koresh Galil, Eva Varon
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101932-101932
Closed Access | Times Cited: 2
Recurrence Interval Analysis of Financial Time Series
Wei‐Xing Zhou, Zhi‐Qiang Jiang, Wen-Jie Xie
(2024)
Closed Access | Times Cited: 2

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