Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Interbank Tiering and Money Center Banks
Ben R. Craig, Goetz von Peter
SSRN Electronic Journal (2010)
Open Access | Times Cited: 117

Showing 26-50 of 117 citing articles:

Systemic Risk and Network Formation in the Interbank Market
Ethan Cohen‐Cole, Eleonora Patacchini, Yves Zénou
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 42
Identifying Term Interbank Loans from Fedwire Payments Data
Dennis Yi‐Shin Kuo, David R. Skeie, James Vickery, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 35
Contagion and Fire Sales in Banking Networks
Sara Cecchetti, Marco Rocco, Laura Sigalotti
SSRN Electronic Journal (2016)
Open Access | Times Cited: 30
Intermediation in Networks
Jan-Peter Siedlarek, Feem Rps Submitter
SSRN Electronic Journal (2012)
Open Access | Times Cited: 31
Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach
Sheri M. Markose
Journal of Banking Regulation (2013) Vol. 14, Iss. 3-4, pp. 285-305
Closed Access | Times Cited: 30
Static and dynamic networks in interbank markets
Ethan Cohen‐Cole, Eleonora Patacchini, Yves Zénou
Network Science (2015) Vol. 3, Iss. 1, pp. 98-123
Open Access | Times Cited: 26
Intermediation and Voluntary Exposure to Counterparty Risk
Maryam Farboodi
(2021)
Open Access | Times Cited: 18
Contagion in the Interbank Market with Stochastic Loss Given Default
Christoph Memmel, Angelika Sachs, Ingrid Stein
(2012)
Closed Access | Times Cited: 26
Mapping the UK Interbank System
Sam Langfield, Zijun Liu, Tomohiro Ota
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 23
Contagion risk in the Czech financial system: A network analysis and simulation approach
Václav Hausenblas, Ivana Kubicová, Jitka Lešanovská
Economic Systems (2015) Vol. 39, Iss. 1, pp. 156-180
Open Access | Times Cited: 23
Filling in the Blanks: Network Structure and Interbank Contagion
Kartik Anand, Ben R. Craig, Goetz von Peter
SSRN Electronic Journal (2014)
Open Access | Times Cited: 21
Finding Communities in Credit Networks
Leonardo Bargigli, Mauro Gallegati
Economics (2013) Vol. 7, Iss. 1
Open Access | Times Cited: 18
Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks
Bernardo Bravo-Benítez, Biliana Alexandrova‐Kabadjova, Serafín Martínez-Jaramillo
Computational Economics (2014) Vol. 47, Iss. 1, pp. 19-47
Closed Access | Times Cited: 18
Network Formation and Systemic Risk, Second Version
Selman Erol, Rakesh Vohra
SSRN Electronic Journal (2014)
Open Access | Times Cited: 17
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
Axel Gandy, Luitgard Anna Maria Veraart
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 17
The Financial System as a Nexus of Interconnected Networks
Stefano Battiston, Guido Caldarelli, Marco D’Errico
Understanding complex systems (2016), pp. 195-229
Closed Access | Times Cited: 16
Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform
Daniel Fricke
Physica A Statistical Mechanics and its Applications (2012) Vol. 391, Iss. 24, pp. 6528-6542
Open Access | Times Cited: 17
Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions
Michael Gofman
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 17
Interconnectedness of the Banking Sector as a Vulnerability to Crises
Michela Rancan, Peter Sarlin, Tuomas A. Peltonen
SSRN Electronic Journal (2015)
Open Access | Times Cited: 15
Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks
Carlos León, Clara Machado, Miguel Sarmiento
SSRN Electronic Journal (2014)
Open Access | Times Cited: 14
Centrality-Based Capital Allocations and Bailout Funds
Adrian Alter, Ben R. Craig, Peter Raupach
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 14
Interbank contagion risk in China under an ABM approach for network formation
Shiqiang Lin, Hairui Zhang
European Financial Management (2022) Vol. 29, Iss. 2, pp. 458-486
Open Access | Times Cited: 8
Measuring Systemic Risk and Contagion in Financial Networks
Sebastian Pokutta, Christian Schmaltz, Sebastian Stiller
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 15
Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk
Andreas Krause, Simone Giansante
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 15
Title* On Assortative and Disassortative Mixing Scale-Free Networks: The Case of Interbank Credit Networks
Daniel Fricke, Karl Finger, Thomas Lux
RePEc: Research Papers in Economics (2013)
Closed Access | Times Cited: 14

Scroll to top