Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
Hai-Chuan Xu, Wei‐Xing Zhou, Didier Sornette
Journal of International Financial Markets Institutions and Money (2017) Vol. 49, pp. 173-183
Open Access | Times Cited: 49

Showing 1-25 of 49 citing articles:

Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
Qiang Ji, Liu Bing-yue, Ying Fan
Energy Economics (2018) Vol. 77, pp. 80-92
Closed Access | Times Cited: 162
Multifractal cross-correlations between the world oil and other financial markets in 2012–2017
Marcin Wątorek, Stanisław Drożdż, Paweł Oświȩcimka, et al.
Energy Economics (2019) Vol. 81, pp. 874-885
Open Access | Times Cited: 78
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
Time-varying lead–lag structure between the crude oil spot and futures markets
Ying-Hui Shao, Yanhong Yang, Hao-Lin Shao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 723-733
Closed Access | Times Cited: 39
Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate
Yanping Zhao, Zaghum Umar, Xuan Vinh Vo
Journal of Futures Markets (2021) Vol. 41, Iss. 11, pp. 1843-1860
Closed Access | Times Cited: 30
The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market
Wenwen Liu, Miaomiao Tang, Peng Zhao
PLoS ONE (2025) Vol. 20, Iss. 2, pp. e0314579-e0314579
Open Access
Time-varying lead–lag structure between investor sentiment and stock market
Can-Zhong Yao, Hongyu Li
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101148-101148
Closed Access | Times Cited: 30
Information Transfer between Stock Market Sectors: A Comparison between the USA and China
Yue Peng, Yaodong Fan, Jonathan A. Batten, et al.
Entropy (2020) Vol. 22, Iss. 2, pp. 194-194
Open Access | Times Cited: 30
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yan-Hong Yang, Ying-Hui Shao
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101196-101196
Open Access | Times Cited: 28
The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets
Yu‐Lun Chen, Ke Xu
Journal of Banking & Finance (2021) Vol. 127, pp. 106124-106124
Closed Access | Times Cited: 21
Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions
Genhua Hu, Xiangjin Wang, Qiu Hong
International Review of Economics & Finance (2023) Vol. 85, pp. 408-417
Closed Access | Times Cited: 8
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach
Yuying Sun, Qin Bao, Jiali Zheng, et al.
China Economic Review (2020) Vol. 62, pp. 101476-101476
Closed Access | Times Cited: 18
The interactive CNY-CNH relationship: A wavelet analysis
Shuairu Tian, Xiang Gao, Xiaojing Cai
Journal of International Money and Finance (2023) Vol. 133, pp. 102829-102829
Closed Access | Times Cited: 6
Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships
Johannes Stübinger, Dominik Walter
Sensors (2022) Vol. 22, Iss. 18, pp. 6884-6884
Open Access | Times Cited: 10
A study of lead–lag structure between international crude oil price and several financial markets
Can-Zhong Yao, Peng-Cheng Kuang
Physica A Statistical Mechanics and its Applications (2019) Vol. 531, pp. 121755-121755
Closed Access | Times Cited: 16
The thermal optimal path model: Does Google search queries help to predict dynamic relationship between investor’s sentiment and indexes returns?
Yousra Trichilli, Mouna Abdelhédi, Mouna Boujelbène Abbes
Journal of Asset Management (2020) Vol. 21, Iss. 3, pp. 261-279
Closed Access | Times Cited: 15
RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan
Fengming Qin, Junru Zhang, Zhaoyong Zhang
Risks (2018) Vol. 6, Iss. 4, pp. 120-120
Open Access | Times Cited: 15
Price discovery in the CSI 300 Index derivatives markets
Liwei Jin, Xianghui Yuan, Jun Long, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 7, pp. 1352-1368
Closed Access | Times Cited: 8
Selecting stock pairs for pairs trading while incorporating lead–lag relationship
Kartikay Gupta, Niladri Chatterjee
Physica A Statistical Mechanics and its Applications (2020) Vol. 551, pp. 124103-124103
Open Access | Times Cited: 12
Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates
Lei Xu, Shigeyuki Hamori, Takuji Kinkyo
The North American Journal of Economics and Finance (2021) Vol. 56, pp. 101360-101360
Closed Access | Times Cited: 11
Option-implied volatility spillovers between onshore and offshore RMB exchange rates
Fengwei Yang, Lei Zhang, Meisha Zhang
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 1
The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot Markets
Yan-Hong Yang, Ying-Hui Shao, Hao-Lin Shao, et al.
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 11
The lead–lag relationship between Chinese mainland and Hong Kong stock markets
Xianghui Yuan, Liwei Jin, Feng Lian
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125999-125999
Closed Access | Times Cited: 10
The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB
Jia Fei, Yao Shen, Junfan Ren, et al.
The North American Journal of Economics and Finance (2020) Vol. 56, pp. 101349-101349
Closed Access | Times Cited: 8
The Onshore–Offshore Exchange Rate Differential, Interest Rate Spreads, and Internationalization: Evidence from the Hong Kong Offshore Renminbi Market
Yinghua Ren, Lin Chen, Ye Liu
Emerging Markets Finance and Trade (2018) Vol. 54, Iss. 13, pp. 3100-3116
Closed Access | Times Cited: 8
Page 1 - Next Page

Scroll to top