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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:

On policymakers’ loss functions and the evaluation of early warning systems
Peter Sarlin
Economics Letters (2013) Vol. 119, Iss. 1, pp. 1-7
Open Access | Times Cited: 98

Showing 1-25 of 98 citing articles:

Predicting distress in European banks
Frank Betz, Silviu Opricǎ, Tuomas A. Peltonen, et al.
Journal of Banking & Finance (2013) Vol. 45, pp. 225-241
Open Access | Times Cited: 245
Identifying excessive credit growth and leverage
Lucia Alessi, Carsten Detken
Journal of Financial Stability (2017) Vol. 35, pp. 215-225
Open Access | Times Cited: 178
Does machine learning help us predict banking crises?
Johannes Beutel, Sophia List, Gregor von Schweinitz
Journal of Financial Stability (2019) Vol. 45, pp. 100693-100693
Closed Access | Times Cited: 103
Bubbles and Crises: The Role of House Prices and Credit
André K. Anundsen, Karsten R. Gerdrup, Frank Hansen, et al.
Journal of Applied Econometrics (2016) Vol. 31, Iss. 7, pp. 1291-1311
Open Access | Times Cited: 92
Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction
Andrés Alonso-Robisco, José Manuel Carbó Martínez
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 43
Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?
Markus Behn, Carsten Detken, Tuomas A. Peltonen, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 86
Mapping the state of financial stability
Peter Sarlin, Tuomas A. Peltonen
Journal of International Financial Markets Institutions and Money (2013) Vol. 26, pp. 46-76
Open Access | Times Cited: 84
Toward robust early-warning models: a horse race, ensembles and model uncertainty
Markus Holopainen, Peter Sarlin
Quantitative Finance (2017) Vol. 17, Iss. 12, pp. 1933-1963
Open Access | Times Cited: 68
Bank distress in the news: Describing events through deep learning
Samuel Rönnqvist, Peter Sarlin
Neurocomputing (2017) Vol. 264, pp. 57-70
Open Access | Times Cited: 66
Leading indicators of systemic banking crises: Finland in a panel of EU countries
Patrizio Lainà, Juho Nyholm, Peter Sarlin
Review of Financial Economics (2015) Vol. 24, Iss. 1, pp. 18-35
Open Access | Times Cited: 58
Predicting Distress in European Banks
Frank Betz, Silviu Opricǎ, Tuomas A. Peltonen, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 56
Network linkages to predict bank distress
Andreea Constantin, Tuomas A. Peltonen, Peter Sarlin
Journal of Financial Stability (2016) Vol. 35, pp. 226-241
Open Access | Times Cited: 54
Application and verification of a multivariate real-time early warning method for rainfall-induced landslides: implication for evolution of landslide-generated debris flows
Zongji Yang, Liyong Wang, Jianping Qiao, et al.
Landslides (2020) Vol. 17, Iss. 10, pp. 2409-2419
Open Access | Times Cited: 37
Bank networks from text: interrelations, centrality and determinants
Samuel Rönnqvist, Peter Sarlin
Quantitative Finance (2015) Vol. 15, Iss. 10, pp. 1619-1635
Open Access | Times Cited: 36
Predicting U.S. Bank Failures with MIDAS Logit Models
Francesco Audrino, Alexander Kostrov, Juan‐Pablo Ortega
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2575-2603
Open Access | Times Cited: 35
Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty
Markus Holopainen, Peter Sarlin
SSRN Electronic Journal (2015)
Open Access | Times Cited: 33
On biologically inspired predictions of the global financial crisis
Peter Sarlin
Neural Computing and Applications (2012) Vol. 24, Iss. 3-4, pp. 663-673
Closed Access | Times Cited: 33
Interconnectedness of the banking sector as a vulnerability to crises
Tuomas A. Peltonen, Michela Rancan, Peter Sarlin
International Journal of Finance & Economics (2018) Vol. 24, Iss. 2, pp. 963-990
Open Access | Times Cited: 30
Can bubble theory foresee banking crises?
Timo H. Virtanen, Eero Tölö, Matti Virén, et al.
Journal of Financial Stability (2018) Vol. 36, pp. 66-81
Open Access | Times Cited: 26
Predicting US bank failures: A comparison of logit and data mining models
Zhongbo Jing, Yi Fang
Journal of Forecasting (2017) Vol. 37, Iss. 2, pp. 235-256
Closed Access | Times Cited: 25
Economic resilience: The usefulness of early warning indicators in OECD countries
Mikkel Hermansen, Oliver Röhn
OECD Journal Economic Studies (2017) Vol. 2016, Iss. 1, pp. 9-35
Open Access | Times Cited: 25
Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty
Markus Holopainen, Peter Sarlin
SSRN Electronic Journal (2016)
Open Access | Times Cited: 23
Regulation and consumer protection of fintech in Indonesia
Afif Noor, Haniff Ahamat, Ismail Marzuki, et al.
Linguistics and Culture Review (2021) Vol. 6, pp. 49-63
Open Access | Times Cited: 18
Early warning models for systemic banking crises: Can political indicators improve prediction?
Tran Huynh, Silke Uebelmesser
European Journal of Political Economy (2024) Vol. 81, pp. 102484-102484
Open Access | Times Cited: 2
Recurrence Interval Analysis of Financial Time Series
Wei‐Xing Zhou, Zhi‐Qiang Jiang, Wen-Jie Xie
(2024)
Closed Access | Times Cited: 2
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