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:

What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective
Wei-Qiang Huang, Peipei Liu
International Review of Financial Analysis (2023) Vol. 90, pp. 102875-102875
Closed Access | Times Cited: 16

Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6

Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
Nader Naifar
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102205-102205
Closed Access | Times Cited: 5

The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers
Jie Li, Aaron D. Smallwood
Global Finance Journal (2025), pp. 101086-101086
Closed Access

Redenomination risk connectedness among European sovereign bond markets
Tarek Chebbi, Abdullah AlGhazali, Walid Mensi, et al.
Studies in Economics and Finance (2025)
Closed Access

Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103339-103339
Closed Access | Times Cited: 3

Tail risk intersection between tech-tokens and tech-stocks
Mohammad Abdullah, Provash Kumer Sarker, Emmanuel Joel Aikins Abakah, et al.
Global Finance Journal (2024) Vol. 61, pp. 100989-100989
Closed Access | Times Cited: 3

Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach
Imran Yousaf, Obaika M. Ohikhuare, Yong Li, et al.
Energy Economics (2024) Vol. 139, pp. 107885-107885
Closed Access | Times Cited: 1

The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach
Luis Fernando Melo‐Velandia, José Vicente Romero-Chamorro, Mahicol Stiben Ramírez-González
Research in International Business and Finance (2024) Vol. 73, pp. 102601-102601
Closed Access | Times Cited: 1

Exploring the Spillover Effects of Tail Risk Fluctuations in the RMB Exchange Rate—The Time-Frequency and Quantile Connectivity Perspective
Zhigang Huang, Weilan Zhang
Research in International Business and Finance (2024) Vol. 72, pp. 102534-102534
Closed Access | Times Cited: 1

Look Up and Ahead: How Climate Scenarios Affect European Sovereign Risk
Luca De Angelis, Irene Monasterolo, Luca Zanin
(2024)
Closed Access

African Sovereign Risk Premia and International Market Assets: A Relook Under The COVID-19 Outbreak
Godfred Amewu, Nana Kwame Akosah, Mohammed Armah
Heliyon (2024) Vol. 10, Iss. 21, pp. e40194-e40194
Open Access

Insights Into Financial Contagion: A Bibliometric Study
Harpreet Kaur
FIIB Business Review (2023)
Closed Access | Times Cited: 1

The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach
Luis Fernando Melo‐Velandia, José Vicente Romero-Chamorro, Mahicol Stiben Ramírez-González
(2023)
Open Access | Times Cited: 1

CDS risk premia forecasting with multi-featured deep RNNs: An application on BR[I]CS countries
Yasin Kütük
Borsa Istanbul Review (2023) Vol. 23, Iss. 6, pp. 1380-1398
Open Access | Times Cited: 1

Katılım ve Konvansiyonel Sigortacılığının Belirleyicileri
Muhammed Hadin ÖNER
Özgür Yayınları eBooks (2022)
Open Access | Times Cited: 1

Determination of Optimal Security Measures in Nuclear Energy Investments: Strategy Recommendations for Emerging Markets
Hasan Dınçer, Serhat Yüksel, Duygu Yavuz
Özgür Yayınları eBooks (2022)
Open Access | Times Cited: 1

Hisse Senedi Fiyatları ile Döviz Kuru Arasındaki Nedensellik İlişkisi
Yunus YILMAZ, Yıldız Yıldız
Özgür Yayınları eBooks (2022)
Open Access | Times Cited: 1

The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-Covar Approach
Jose V Romero, Luis Fernando Melo‐Velandia, M. González Ramírez
(2023)
Closed Access

Determinants of Overall Risk-Taking and Financial Risk Tolerance: Experimental Evidence from Turkey
Hüseyin Burgazoğlu, Mervan Selçuk, Salih Ülev
Özgür Yayınları eBooks (2022)
Open Access

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