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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:

Stock market contagion during the global financial crisis: A multiscale approach
Gang‐Jin Wang, Chi Xie, Min Lin, et al.
Finance research letters (2017) Vol. 22, pp. 163-168
Open Access | Times Cited: 105

Showing 1-25 of 105 citing articles:

Stock markets and the COVID-19 fractal contagion effects
David Iheke Okorie, Boqiang Lin
Finance research letters (2020) Vol. 38, pp. 101640-101640
Open Access | Times Cited: 310
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2020) Vol. 138, pp. 109936-109936
Open Access | Times Cited: 210
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
Manel Youssef, Khaled Mokni, Ahdi Noomen Ajmi
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 188
Global financial crisis and COVID-19: Industrial reactions
Hsuan‐Chi Chen, Chia‐Wei Yeh
Finance research letters (2021) Vol. 42, pp. 101940-101940
Open Access | Times Cited: 141
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network
Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman
Emerging Markets Review (2023) Vol. 54, pp. 101002-101002
Closed Access | Times Cited: 48
Dynamic and thermodynamic models of adaptation
Alexander N. Gorban, Tatiana A. Tyukina, Lyudmila I. Pokidysheva, et al.
Physics of Life Reviews (2021) Vol. 37, pp. 17-64
Open Access | Times Cited: 57
A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test
Josué M. Polanco-Martínez, Javier Fernández-Macho, Marc B. Neumann, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1211-1227
Open Access | Times Cited: 72
Measuring contagion during COVID-19 through volatility spillovers of BRIC countries using diagonal BEKK approach
Kunjana Malik, Sakshi Sharma, Manmeet Kaur
Journal of Economic Studies (2021) Vol. 49, Iss. 2, pp. 227-242
Closed Access | Times Cited: 49
Sector connectedness in the Chinese stock markets
Ying-Ying Shen, Zhi‐Qiang Jiang, Jun-Chao Ma, et al.
Empirical Economics (2021) Vol. 62, Iss. 2, pp. 825-852
Open Access | Times Cited: 48
An assessment of how COVID-19 changed the global equity market
Dat Thanh Nguyen, Dinh Hoang Bach Phan, Chwee-Ming Tee, et al.
Economic Analysis and Policy (2021) Vol. 69, pp. 480-491
Open Access | Times Cited: 42
Volatility Spillover Effects between Indian Stock Market and Global Stock Markets: A DCC-GARCH Model
Nikhil Yadav, Anurag Bhadur Singh, Priyanka Tandon
FIIB Business Review (2023), pp. 231971452211411-231971452211411
Closed Access | Times Cited: 19
Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Paulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 517, pp. 86-96
Closed Access | Times Cited: 53
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
Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets
Achraf Ghorbel, Wajdi Frikha, Yasmine Snene Manzli
Eurasian economic review (2022) Vol. 12, Iss. 3, pp. 387-425
Open Access | Times Cited: 27
Analysis Between Green Hydrogen and Other Financial Assets: A Multi-Scale Correlation Approach
Éder J. A. L. Pereira, Letícia S. Anjos, Paulo Ferreira, et al.
Hydrogen (2025) Vol. 6, Iss. 1, pp. 13-13
Open Access
Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis
Akwasi Adom-Dankwa, Francis Atsu, Emmanuel Numapau Gyamfi, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices
Josué M. Polanco-Martínez, Luis M. Abadie, Javier Fernández-Macho
Applied Energy (2018) Vol. 228, pp. 1550-1560
Open Access | Times Cited: 43
Multiscale network for 20 stock markets using DCCA
Éder Johnson de Area Leão Pereira, Paulo Ferreira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 529, pp. 121542-121542
Closed Access | Times Cited: 40
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach
Lu Yang, Shuairu Tian, Wei Yang, et al.
The North American Journal of Economics and Finance (2018) Vol. 45, pp. 116-137
Closed Access | Times Cited: 38
The resilience of green firms in the twirl of COVID‐19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach
Emrah Koçak, Ümit Bulut, Angeliki N. Menegaki
Business Strategy and the Environment (2021) Vol. 31, Iss. 1, pp. 32-45
Open Access | Times Cited: 27
Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries
Mohammad Sahabuddin, Md. Aminul Islam, Mosab I. Tabash, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 2, pp. 111-111
Open Access | Times Cited: 12
Cross-correlations and influence in world gold markets
Min Lin, Gang‐Jin Wang, Chi Xie, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 504-512
Open Access | Times Cited: 38
Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes
Christos Alexakis, Vasileios Pappas
Economic Modelling (2018) Vol. 73, pp. 222-239
Open Access | Times Cited: 32
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications
Walid Mensi, Mobeen Ur Rehman, Muhammad Shafiullah, et al.
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 24
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
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