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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:

Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Daniel Fricke, Thomas Lux
Computational Economics (2014) Vol. 45, Iss. 3, pp. 359-395
Closed Access | Times Cited: 311

Showing 1-25 of 311 citing articles:

Contagion in Financial Networks
Paul Glasserman, H. Peyton Young
Journal of Economic Literature (2016) Vol. 54, Iss. 3, pp. 779-831
Open Access | Times Cited: 430
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
Sebastian Poledna, José Luis Molina-Borboa, Serafín Martínez-Jaramillo, et al.
Journal of Financial Stability (2015) Vol. 20, pp. 70-81
Open Access | Times Cited: 287
The multiplex structure of interbank networks
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante, et al.
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 673-691
Open Access | Times Cited: 264
Pathways towards instability in financial networks
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, et al.
Nature Communications (2017) Vol. 8, Iss. 1
Open Access | Times Cited: 224
Finding the core: Network structure in interbank markets
Daan in ’t Veld, Iman van Lelyveld
Journal of Banking & Finance (2014) Vol. 49, pp. 27-40
Open Access | Times Cited: 218
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions
Gang‐Jin Wang, Yangyang Chen, Hui-Bin Si, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 325-347
Closed Access | Times Cited: 104
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 70
Trading Partners in the Interbank Lending Market
Gara Afonso, Anna Kovner, Antoinette Schoar
SSRN Electronic Journal (2013)
Open Access | Times Cited: 122
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
Mapping the UK Interbank System
Sam Langfield, Zijun Liu, Tomohiro Ota
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 112
Interconnectedness as a source of uncertainty in systemic risk
Tarik Roukny, Stefano Battiston, Joseph E. Stiglitz
Journal of Financial Stability (2016) Vol. 35, pp. 93-106
Open Access | Times Cited: 111
Quantification of systemic risk from overlapping portfolios in the financial system
Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli, et al.
Journal of Financial Stability (2020) Vol. 52, pp. 100808-100808
Open Access | Times Cited: 90
Networks and Economic Fragility
Matthew Elliott, Benjamin Golub
Annual Review of Economics (2022) Vol. 14, Iss. 1, pp. 665-696
Open Access | Times Cited: 43
The Emergence of Market Structure
Maryam Farboodi, Gregor Jarosch, Robert Shimer
The Review of Economic Studies (2022) Vol. 90, Iss. 1, pp. 261-292
Closed Access | Times Cited: 40
Systemic risk mitigation in financial networks
Agostino Capponi, Peng-Chu Chen
Journal of Economic Dynamics and Control (2015) Vol. 58, pp. 152-166
Closed Access | Times Cited: 90
A model of the topology of the bank – firm credit network and its role as channel of contagion
Thomas Lux
Journal of Economic Dynamics and Control (2016) Vol. 66, pp. 36-53
Open Access | Times Cited: 80
Networked relationships in the e-MID interbank market: A trading model with memory
Giulia Iori, Rosario N. Mantegna, Luca Marotta, et al.
Journal of Economic Dynamics and Control (2014) Vol. 50, pp. 98-116
Open Access | Times Cited: 79
Too interconnected to fail: a survey of the interbank networks literature
Anne‐Caroline Hüser
The Journal of Network Theory in Finance (2015) Vol. 1, Iss. 3, pp. 1-50
Open Access | Times Cited: 77
Network structure analysis of the Brazilian interbank market
Thiago Christiano Silva, Sergio Rubens Stancato de Souza, Benjamin Miranda Tabak
Emerging Markets Review (2016) Vol. 26, pp. 130-152
Closed Access | Times Cited: 75
Assessing systemic risk using interbank exposures in the global banking system
Masayasu Kanno
Journal of Financial Stability (2015) Vol. 20, pp. 105-130
Closed Access | Times Cited: 73
Emergence of a core-periphery structure in a simple dynamic model of the interbank market
Thomas Lux
Journal of Economic Dynamics and Control (2014) Vol. 52, pp. A11-A23
Open Access | Times Cited: 72
Does financial connectedness predict crises?
Camelia Minoiu, Chanhyun Kang, V. S. Subrahmanian, et al.
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 607-624
Open Access | Times Cited: 71
Nestedness in complex networks: Observation, emergence, and implications
Manuel Sebastian Mariani, Zhuo-Ming Ren, Jordi Bascompte, et al.
Physics Reports (2019) Vol. 813, pp. 1-90
Open Access | Times Cited: 70
Finding multiple core-periphery pairs in networks
Sadamori Kojaku, Naoki Masuda
Physical review. E (2017) Vol. 96, Iss. 5
Open Access | Times Cited: 69
Core-Periphery Trading Networks
Chaojun Wang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 68
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