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 the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches
Syed Jawad Hussain Shahzad, Chaker Aloui, Rania Jammazi
Finance research letters (2019) Vol. 33, pp. 101208-101208
Closed Access | Times Cited: 38

Showing 1-25 of 38 citing articles:

Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis
Zhuhua Jiang, Seong‐Min Yoon
Energy Economics (2020) Vol. 90, pp. 104835-104835
Closed Access | Times Cited: 147

The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels
Zaghum Umar, Mariya Gubareva, Тамара Теплова
Resources Policy (2021) Vol. 73, pp. 102164-102164
Open Access | Times Cited: 114

Volatility impacts on the European banking sector: GFC and COVID-19
Jonathan A. Batten, Tonmoy Choudhury, Harald Kinateder, et al.
Annals of Operations Research (2022) Vol. 330, Iss. 1-2, pp. 335-360
Open Access | Times Cited: 80

The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis
Zaghum Umar, Mariya Gubareva
Applied Economics (2021) Vol. 53, Iss. 27, pp. 3193-3206
Closed Access | Times Cited: 78

Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sang Hoon Kang, José Arreola Hernández, Perry Sadorsky, et al.
Energy Economics (2021) Vol. 99, pp. 105278-105278
Closed Access | Times Cited: 78

Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries
Yusen Feng, Gang‐Jin Wang, You Zhu, et al.
Emerging Markets Review (2023) Vol. 55, pp. 101020-101020
Closed Access | Times Cited: 32

Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective
Matteo Foglia, Caterina Di Tommaso, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101942-101942
Closed Access | Times Cited: 8

Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis
Yanran Hong, Lu Wang, Xiaoqing Ye, et al.
Renewable Energy (2022) Vol. 196, pp. 535-546
Closed Access | Times Cited: 28

Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk
Sahar Afshan, Ken Yien Leong, Arsalan Najmi, et al.
Resources Policy (2023) Vol. 88, pp. 104432-104432
Closed Access | Times Cited: 16

Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and explainable AI
Indranil Ghosh, Manas Kumar Sanyal
International Journal of Information Management Data Insights (2021) Vol. 1, Iss. 2, pp. 100039-100039
Open Access | Times Cited: 33

How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?
Md. Bokhtiar Hasan, M. Kabir Hassan, Asem Alhomaidi
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00333-e00333
Closed Access | Times Cited: 14

FINANCIAL MARKET AND ASYMMETRIC STRUCTURE: AN EMPIRICAL APPLICATION ON TURKISH STOCK MARKET
Emre Kılıç, Şevket PAZARCI, Elif Hilal Nazlıoğlu, et al.
Trakya Üniversitesi sosyal bilimler dergisi/Trakya Üniversitesi Sosyal Bilimler dergisi (2025) Vol. 27, Iss. IERFM 2025 Özel Sayı, pp. 123-148
Open Access

Time and frequency relationship between household investors’ sentiment index and US industry stock returns
Muhammad Asif Khan, José Arreola Hernández, Syed Jawad Hussain Shahzad
Finance research letters (2019) Vol. 36, pp. 101318-101318
Closed Access | Times Cited: 32

Borsa Endeksi, Döviz Kuru, Faiz Oranları ve CDS Primleri Arasındaki Oynaklık Yayılımları: Türkiye Örneği
Zekai ŞENOL
Business and Economics Research Journal (2021) Vol. 12, Iss. 1, pp. 111-126
Open Access | Times Cited: 26

Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index
Oğuzhan Özçelebi, José Pérez-Montiel
Bulletin of Economic Research (2023) Vol. 75, Iss. 4, pp. 1157-1180
Closed Access | Times Cited: 8

CDS and equity markets’ volatility linkages: lessons from the EMU crisis
Theodoros Bratis, Nikiforos T. Laopodis, Γεώργιος Π. Κουρέτας
Review of Quantitative Finance and Accounting (2023) Vol. 60, Iss. 3, pp. 1259-1281
Closed Access | Times Cited: 7

The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
Abdallahi M'beirick, Samira Haddou
International Review of Economics & Finance (2024) Vol. 93, pp. 244-272
Closed Access | Times Cited: 2

Uncertainty and US stock market dynamics
Raquel López Garcí­a, María Caridad Sevillano, Francisco Jareño
Global Finance Journal (2022) Vol. 56, pp. 100779-100779
Open Access | Times Cited: 12

Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches
Sun‐Yong Choi
Journal of International Financial Markets Institutions and Money (2022) Vol. 80, pp. 101636-101636
Closed Access | Times Cited: 12

Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis
Sufang Li, Qiufan Xu, Yixue Lv, et al.
Resources Policy (2022) Vol. 78, pp. 102868-102868
Open Access | Times Cited: 10

Twitter-Based Economic Uncertainty and US Energy Market: An Investigation Using Wavelet Coherence
Seyed Alireza Athari, Ali Awais Khalid, Qasim Raza Syed
Energy RESEARCH LETTERS (2023) Vol. 5, Iss. 1
Open Access | Times Cited: 4

Volatility transmission in the property market during two inflationary periods: the 2008-2009 global financial crisis and the COVID-19 crisis
Bader M. Aljohani, Abubaker Fadul, Maram S. Asiri, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102413-102413
Open Access | Times Cited: 1

ESG Meets DeFi: Exploring Time‐Varying Linkages and Portfolio Implications
Shoaib Ali, Manel Youssef, Muhammad Umar, et al.
International Journal of Finance & Economics (2024)
Open Access | Times Cited: 1

Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGRCH Models
Mohamed Ismail Mohamed Riyath, Nagham Aldabbous
Review of Middle East Economics and Finance (2024) Vol. 20, Iss. 3, pp. 299-329
Closed Access | Times Cited: 1

Is There a Connection between Sovereign CDS Spreads and the Stock Market? Evidence for European and US Returns and Volatilities
Laura Ballester, Ana González‐Urteaga
Mathematics (2020) Vol. 8, Iss. 10, pp. 1667-1667
Open Access | Times Cited: 11

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