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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:

Complex Financial Networks and Systemic Risk: A Review
Spiros Bougheas, Alan Kirman
Dynamic modeling and econometrics in economics and finance (2015), pp. 115-139
Closed Access | Times Cited: 36

Showing 1-25 of 36 citing articles:

A bibliometric review of financial market integration literature
Ritesh Patel, John W. Goodell, Marco Ercole Oriani, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102035-102035
Open Access | Times Cited: 75
Connected we stand: A network perspective on trade and global food security
Martina Sartori, Stefano Schiavo
Food Policy (2015) Vol. 57, pp. 114-127
Open Access | Times Cited: 122
Reconstruction methods for networks: The case of economic and financial systems
Tiziano Squartini, Guido Caldarelli, Giulio Cimini, et al.
Physics Reports (2018) Vol. 757, pp. 1-47
Open Access | Times Cited: 103
Company-as-Tribe: Company Financial Risk Assessment on Tribe-Style Graph with Hierarchical Graph Neural Networks
Wendong Bi, Bingbing Xu, Xiaoqian Sun, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2022), pp. 2712-2720
Open Access | Times Cited: 21
Efficient Top-k Vulnerable Nodes Detection in Uncertain Graphs
Dawei Cheng, Chen Chen, Xiaoyang Wang, et al.
IEEE Transactions on Knowledge and Data Engineering (2021), pp. 1-1
Open Access | Times Cited: 23
Uncertainty, Non-Linear Contagion and the Credit Quality Channel: An Application to the Spanish Interbank Market
Adrián Carro, Patricia Stupariu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 16
Predicting the Silent Majority on Graphs: Knowledge Transferable Graph Neural Network
Wendong Bi, Bingbing Xu, Xiaoqian Sun, et al.
Proceedings of the ACM Web Conference 2022 (2023), pp. 274-285
Open Access | Times Cited: 10
Empirical Analyses of Networks in Finance
Giulia Iori, Rosario N. Mantegna
Handbook of computational economics (2018), pp. 637-685
Closed Access | Times Cited: 28
Complex Networks in Finance
Anna Maria D’Arcangelis, Giulia Rotundo
Lecture notes in economics and mathematical systems (2016), pp. 209-235
Open Access | Times Cited: 27
Visual Analytics for Networked-Guarantee Loans Risk Management
Zhibin Niu, Dawei Cheng, Liqing Zhang, et al.
(2018), pp. 160-169
Open Access | Times Cited: 27
Complex Network Analysis in Socioeconomic Models
Luis M. Varela, Giulia Rotundo, Marcel Ausloos, et al.
Dynamic modeling and econometrics in economics and finance (2015), pp. 209-245
Closed Access | Times Cited: 25
Global motion filtered nonlinear mutual information analysis: Enhancing dynamic portfolio strategies
Wenyan Peng, Mingkai Wen, Xiong-Fei Jiang, et al.
PLoS ONE (2024) Vol. 19, Iss. 7, pp. e0303707-e0303707
Open Access | Times Cited: 2
Seismic shocks and financial systems: a topological perspective on Borsa Istanbul after the earthquake
Larissa M. Batrancea, Mehmet Ali Balcı, Ömer Akgüller, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 1
Analysis of Chinese Stock Market by Using the Method of Visibility Graph
Fuyu Liu, NIingkui Wang, Daijun Wei
The Open Cybernetics & Systemics Journal (2017) Vol. 11, Iss. 1, pp. 36-43
Open Access | Times Cited: 8
The more connected, the better? Impact of connectedness on volatility and price discovery in the Korean financial sector
Deokjong Jeong, Sunyoung Park
Managerial Finance (2017) Vol. 44, Iss. 1, pp. 46-73
Closed Access | Times Cited: 6
Systemic risk and the optimal seniority structure of banking liabilities
Spiros Bougheas, Alan Kirman
International Journal of Finance & Economics (2018) Vol. 23, Iss. 1, pp. 47-54
Open Access | Times Cited: 6
Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data
Ali Hosseiny, Mauro Gallegati
Physica A Statistical Mechanics and its Applications (2016) Vol. 470, pp. 51-59
Open Access | Times Cited: 4
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?
Mustafa Hakan Eratalay, Evgenii Vladimirov
Economics of Transition and Institutional Change (2020) Vol. 28, Iss. 4, pp. 581-620
Open Access | Times Cited: 5
Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach
Ling Xiao, Gurjeet Dhesi, Eduard Gabriel Ceptureanu, et al.
Soft Computing (2020) Vol. 24, Iss. 18, pp. 13871-13878
Open Access | Times Cited: 4
Virtual Water Trade and Country Vulnerability: A Network Perspective
Martina Sartori, Stefano Schiavo
SSRN Electronic Journal (2014)
Open Access | Times Cited: 3
Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters
Spiros Bougheas, David I. Harvey, Alan Kirman, et al.
(2024)
Open Access
The Impact of Network Topology on Banking System Dynamics
Valentina Y. Guleva, Abdulmalik Amuda, Klavdiya Bochenina
Communications in computer and information science (2016), pp. 596-599
Closed Access | Times Cited: 2
Network structure, equilibrium and dynamics in a monopolistically competitive economy
Tamás Sebestyén, Dóra Longauer
NETNOMICS Economic Research and Electronic Networking (2018) Vol. 19, Iss. 3, pp. 131-157
Closed Access | Times Cited: 2
Systemic Risk and Macroeconomic Fat Tails
Spiros Bougheas, David I. Harvey, Alan Kirman
Springer proceedings in complexity (2017), pp. 119-136
Open Access | Times Cited: 1
Financing through Money Creation, Too Connected to Fail and Systemic Risk
Tianxi Wang
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
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