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:

Impact of contingent payments on systemic risk in financial networks
Tathagata Banerjee, Zachary Feinstein
Mathematics and Financial Economics (2019) Vol. 13, Iss. 4, pp. 617-636
Closed Access | Times Cited: 16

Showing 16 citing articles:

Network Valuation in Financial Systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, et al.
SSRN Electronic Journal (2016)
Open Access | Times Cited: 55

The physics of financial networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston, et al.
Nature Reviews Physics (2021) Vol. 3, Iss. 7, pp. 490-507
Closed Access | Times Cited: 28

Obligations with Physical Delivery in a Multilayered Financial Network
Zachary Feinstein
SIAM Journal on Financial Mathematics (2019) Vol. 10, Iss. 4, pp. 877-906
Open Access | Times Cited: 30

Dynamic clearing and contagion in financial networks
Tathagata Banerjee, Alex Bernstein, Zachary Feinstein
European Journal of Operational Research (2024) Vol. 321, Iss. 2, pp. 664-675
Open Access | Times Cited: 3

Network valuation in financial systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, et al.
Mathematical Finance (2020) Vol. 30, Iss. 4, pp. 1181-1204
Open Access | Times Cited: 26

Systemic risk in markets with multiple central counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
Mathematical Finance (2024)
Open Access | Times Cited: 1

Price-mediated contagion with endogenous market liquidity
Zhiyu Cao, Zachary Feinstein
Mathematics and Financial Economics (2024)
Open Access | Times Cited: 1

Dynamic Clearing and Contagion in Financial Networks
Tathagata Banerjee, Alex Bernstein, Zachary Feinstein
arXiv (Cornell University) (2018)
Closed Access | Times Cited: 12

Default Ambiguity: Finding the Best Solution to the Clearing Problem
Pál András Papp, Roger Wattenhofer
Lecture notes in computer science (2022), pp. 391-409
Closed Access | Times Cited: 5

Full Payment Algorithm
Marco Bardoscia, Gerardo Ferrara, Nicholas Vause, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 5

Sequential Defaulting in Financial Networks
Pál András Papp, Roger Wattenhofer
arXiv (Cornell University) (2020)
Open Access | Times Cited: 3

Contingent Convertible Obligations and Financial Stability
Zachary Feinstein, T. R. Hurd
SIAM Journal on Financial Mathematics (2023) Vol. 14, Iss. 1, pp. 158-187
Open Access | Times Cited: 1

Multi-period liability clearing via convex optimal control
Shane Barratt, Stephen Boyd
Optimization and Engineering (2022) Vol. 24, Iss. 2, pp. 1387-1409
Closed Access | Times Cited: 2

S-shaped transition trajectory and dynamic development frontier of the financial systemic risk research: a multiple networks analysis
Wei Zhou, Ning Chen
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1403-1430
Open Access | Times Cited: 2

Obligations with Physical Delivery in a Multi-Layered Financial Network
Zachary Feinstein
arXiv (Cornell University) (2017)
Closed Access | Times Cited: 1

Contingent Convertible Obligations and Financial Stability
Zachary Feinstein, T. R. Hurd
arXiv (Cornell University) (2020)
Open Access | Times Cited: 1

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