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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:

The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
Paolo Barucca, Fabrizio Lillo
Computational Management Science (2017) Vol. 15, Iss. 1, pp. 33-53
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

Stochastic block models: A comparison of variants and inference methods
Thorben Funke, Till Becker
PLoS ONE (2019) Vol. 14, Iss. 4, pp. e0215296-e0215296
Open Access | Times Cited: 65
Disentangling bipartite and core-periphery structure in financial networks
Paolo Barucca, Fabrizio Lillo
Chaos Solitons & Fractals (2016) Vol. 88, pp. 244-253
Open Access | Times Cited: 54
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, et al.
European Journal of Operational Research (2019) Vol. 281, Iss. 1, pp. 50-65
Open Access | Times Cited: 51
Networks and systemic risk in the financial system
Prasanna Gai, Sujit Kapadia
Oxford Review of Economic Policy (2019) Vol. 35, Iss. 4, pp. 586-613
Closed Access | Times Cited: 51
Network models of financial systemic risk: a review
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
Journal of Computational Social Science (2017) Vol. 1, Iss. 1, pp. 81-114
Open Access | Times Cited: 48
Modeling shock propagation and resilience in financial temporal networks
Fabrizio Lillo, Giorgio Rizzini
Chaos An Interdisciplinary Journal of Nonlinear Science (2025) Vol. 35, Iss. 1
Closed Access
Reconstructing Networks
Giulio Cimini, Rossana Mastrandrea, Tiziano Squartini
(2021)
Open Access | Times Cited: 32
Circulation of a digital community currency
Carolina E. S. Mattsson, Teodoro Criscione, Frank W. Takes
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 10
Detecting core-periphery structures by surprise
Jeroen van Lidth de Jeude, Guido Caldarelli, Tiziano Squartini
EPL (Europhysics Letters) (2019) Vol. 125, Iss. 6, pp. 68001-68001
Open Access | Times Cited: 26
Identifying relationship lending in the interbank market: A network approach
Teruyoshi Kobayashi, Taro Takaguchi
Journal of Banking & Finance (2018) Vol. 97, pp. 20-36
Open Access | Times Cited: 24
Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature
Morteza Alaeddini, Philippe Madiès, Paul J. Reaidy, et al.
Journal of Economic Surveys (2022) Vol. 37, Iss. 2, pp. 573-654
Open Access | Times Cited: 12
Social dynamics of financial networks
Teruyoshi Kobayashi, Taro Takaguchi
EPJ Data Science (2018) Vol. 7, Iss. 1
Open Access | Times Cited: 18
Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
Sadamori Kojaku, Giulio Cimini, Guido Caldarelli, et al.
The Journal of Network Theory in Finance (2018) Vol. 4, Iss. 3, pp. 33-51
Open Access | Times Cited: 16
Centrality metrics and localization in core-periphery networks
Paolo Barucca, Daniele Tantari, Fabrizio Lillo
Journal of Statistical Mechanics Theory and Experiment (2016) Vol. 2016, Iss. 2, pp. 023401-023401
Open Access | Times Cited: 14
Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach
Benjamin Miranda Tabak, Thiago Christiano Silva, Marcelo Estrela Fiche, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 562, pp. 125363-125363
Closed Access | Times Cited: 13
Optimal information diffusion in stochastic block models
Gianbiagio Curato, Fabrizio Lillo
Physical review. E (2016) Vol. 94, Iss. 3
Open Access | Times Cited: 10
Network Models of Financial Systemic Risk: A Review
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
SSRN Electronic Journal (2017)
Open Access | Times Cited: 10
Markets as networks evolving step by step: Relational Event Models for the interbank market
Paola Zappa, Duy Vu
Physica A Statistical Mechanics and its Applications (2020) Vol. 565, pp. 125557-125557
Open Access | Times Cited: 9
Identifying clusters of anomalous payments in the salvadorian payment system
Franklim Arévalo, Paolo Barucca, Isela-Elizabeth Téllez-León, et al.
Latin American Journal of Central Banking (2022) Vol. 3, Iss. 1, pp. 100050-100050
Open Access | Times Cited: 5
Tackling Information Asymmetry in Networks: A New Entropy-Based Ranking Index
Paolo Barucca, Guido Caldarelli, Tiziano Squartini
Journal of Statistical Physics (2018) Vol. 173, Iss. 3-4, pp. 1028-1044
Open Access | Times Cited: 5
Evaluating structural edge importance in temporal networks
Isobel Seabrook, Paolo Barucca, Fabio Caccioli
EPJ Data Science (2021) Vol. 10, Iss. 1
Open Access | Times Cited: 5
A model of network formation for the overnight interbank market
Mikhail Anufriev, Andrea Deghi, Valentyn Panchenko, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 3
Structure of Investor Networks and Financial Crises
Kęstutis Baltakys, Hung Le Viet, Juho Kanniainen
Entropy (2021) Vol. 23, Iss. 4, pp. 381-381
Open Access | Times Cited: 4
Interbank network reconstruction enforcing density and reciprocity
Valentina Macchiati, Piero Mazzarisi, Diego Garlaschelli
Chaos Solitons & Fractals (2024) Vol. 186, pp. 115279-115279
Open Access
Realized Random Graphs, with an Application to the Interbank Network
Giuseppe Buccheri, Piero Mazzarisi
Journal of Financial Econometrics (2024)
Closed Access
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