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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:

From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?
Shu‐hen Chiang, Chien-Fu Chen
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101594-101594
Closed Access | Times Cited: 10

Showing 10 citing articles:

Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector
Zisheng Ouyang, Xuewei Zhou
International Review of Financial Analysis (2023) Vol. 90, pp. 102892-102892
Closed Access | Times Cited: 26
Risks and financial performance of Indian banks: a cursory look at the COVID-19 period
Anju Goswami, Pooja Malik
Benchmarking An International Journal (2024)
Closed Access | Times Cited: 5
Time-varying impacts of monetary policies on state-level housing markets: Evidence from the Covid-19 period
MeiChi Huang
The Quarterly Review of Economics and Finance (2025), pp. 101961-101961
Closed Access
An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework
Xiao Jin, Shu-Ling Lin
The North American Journal of Economics and Finance (2025), pp. 102361-102361
Closed Access
Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality
Chien-Fu Chen, Shu‐hen Chiang
Finance research letters (2022) Vol. 49, pp. 103124-103124
Closed Access | Times Cited: 13
Sentiment-based indicators of real estate market stress and systemic risk: international evidence
Mikhail Stolbov, Maria Shchepeleva
Annals of Finance (2023) Vol. 19, Iss. 3, pp. 355-382
Closed Access | Times Cited: 3
An Early Prediction Model on Systemic Risk Under Global Risk: Using Finbert and Temporal Fusion Transformer to Multimodal Data Fusion Framework
XIAO JIN, Shu-Ling Lin
(2024)
Closed Access
Stock Market TVP-VAR Dynamic Connectedness and VIX Shocks Spillovers: Evidence from a Sectoral Analysis of the Fragile Five
Aleksandra Jurkowska, Oğuzhan Özçelebi, Kamil Fijorek
Przedsiębiorczość Międzynarodowa (2024) Vol. 10, Iss. 1, pp. 97-126
Open Access
FinTech Monopoly and Systemic Risk: Evidence From China
Rui Wang, Zhihao He, Shunjing Yang
SAGE Open (2024) Vol. 14, Iss. 4
Open Access
Causality Tests and Their Applications to China’s Stock and Housing Markets
Yugang He
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 1
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