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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:

Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics (2019) Vol. 60, Iss. 3, pp. 1127-1156
Closed Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

COVID-19 pandemic and global financial market interlinkages: a dynamic temporal network analysis
Prasenjit Chakrabarti, Mohammad Shameem Jawed, Manish Sarkhel
Applied Economics (2021) Vol. 53, Iss. 25, pp. 2930-2945
Closed Access | Times Cited: 47
Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events
Cody Yu‐Ling Hsiao, Yi‐Bin Chiu
Journal of International Money and Finance (2024) Vol. 144, pp. 103081-103081
Closed Access | Times Cited: 6
Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis
Monika Chopra, Chhavi Mehta
Journal of Asian Economics (2022) Vol. 79, pp. 101450-101450
Open Access | Times Cited: 25
Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative
Walter Bazán-Palomino, Diego Winkelried
Emerging Markets Review (2025), pp. 101286-101286
Closed Access
Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets
Bilal Ahmed Memon, Hongxing Yao, Hafiz Muhammad Naveed
Resources Policy (2022) Vol. 77, pp. 102715-102715
Closed Access | Times Cited: 20
How are policy uncertainty, real economy, and financial sector connected?
Geoffrey Ngene, Kenneth A. Tah
Economic Modelling (2023) Vol. 123, pp. 106291-106291
Closed Access | Times Cited: 12
Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach
Everaldo Freitas Guedes, R. P. C. Santos, L. H. R. Figueredo, et al.
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 04
Closed Access | Times Cited: 18
The Co‐Movement between International and Emerging Stock Markets Using ANN and Stepwise Models: Evidence from Selected Indices
Dania AL-Najjar
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 16
A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC
Emmanuel Asafo‐Adjei, Ahmed Bossman, Ebenezer Boateng, et al.
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-20
Open Access | Times Cited: 16
Comovement of african stock markets: Any influence from the COVID-19 pandemic?
Peterson Owusu, Joseph Emmanuel Tetteh, Bernice Nkrumah-Boadu, et al.
Heliyon (2024) Vol. 10, Iss. 9, pp. e29409-e29409
Open Access | Times Cited: 3
An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis
Derick Quintino, Cristiane Ogino, Inzamam Ul Haq, et al.
Energies (2023) Vol. 16, Iss. 5, pp. 2349-2349
Open Access | Times Cited: 7
Detrended multiple cross-correlation coefficient with sliding windows approach
Everaldo Freitas Guedes, Aloísio Machado da Silva Filho, Gilney Figueira Zebende
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125990-125990
Closed Access | Times Cited: 16
A Study on Volatility Spillovers among International Stock Markets during the Russia‐Ukraine Conflict
Sixu Mu, Guangdong Huang, Ping Li, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 11
Relative Prices of Ethanol-Gasoline in the Major Brazilian Capitals: An Analysis to Support Public Policies
Derick Quintino, Heloísa Lee Burnquist, Paulo Ferreira
Energies (2022) Vol. 15, Iss. 13, pp. 4795-4795
Open Access | Times Cited: 10
EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
Oussama Tilfani, Paulo Ferreira, Andreia Dionísio, et al.
Journal of risk and financial management (2020) Vol. 13, Iss. 5, pp. 91-91
Open Access | Times Cited: 12
Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network
Kelong Li, Chi Xie, Yingbo Ouyang, et al.
Complexity (2023) Vol. 2023, pp. 1-17
Open Access | Times Cited: 4
Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic
Muhammad Rehan, Mustafa Gül
The Journal of Risk Finance (2023) Vol. 24, Iss. 5, pp. 657-683
Closed Access | Times Cited: 4
The ripple effect: analyzing the contagion of the Tunisian revolution on the Egyptian stock market
Zahra Meskini, Hasna Chaibi
Journal of Financial Regulation and Compliance (2024) Vol. 32, Iss. 5, pp. 555-571
Closed Access | Times Cited: 1
Joint Analysis of Solar Radiation and Wind Speed: Approach With Sliding Windows
Elvira Catiana O. Santos, Rui Dias, Rosa Galvão, et al.
Revista de Gestão Social e Ambiental (2024) Vol. 18, Iss. 10, pp. e08636-e08636
Closed Access | Times Cited: 1
Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets
Javier E. Contreras‐Reyes, Fabiola Jeldes-Delgado, Raúl Carrasco
Physica A Statistical Mechanics and its Applications (2024), pp. 130115-130115
Closed Access | Times Cited: 1
Price Dynamics and Measuring the Contagion between Brent Crude and Heating Oil (US-Diesel) Pre and Post COVID-19 Outbreak
Claudio Marcio Cassela Inacio, Sérgio Adriani David
(2022), pp. 8-8
Open Access | Times Cited: 7
Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
Oussama Tilfani, Ladislav Krištoufek, Paulo Ferreira, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 588, pp. 126530-126530
Open Access | Times Cited: 9
Multi-feature evaluation of financial contagion
Jarosław Duda, Henryk Gurgul, Robert Syrek
Central European Journal of Operations Research (2021) Vol. 30, Iss. 4, pp. 1167-1194
Open Access | Times Cited: 7
Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets
Xunfa Lu, Zhitao Ye, Kin Keung Lai, et al.
Mathematics (2022) Vol. 10, Iss. 4, pp. 571-571
Open Access | Times Cited: 5
Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study
Derick Quintino, Heloísa Lee Burnquist, Paulo Ferreira
Sustainability (2021) Vol. 13, Iss. 22, pp. 12862-12862
Open Access | Times Cited: 6
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