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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:

The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach
Yang Xiao
International Review of Economics & Finance (2019) Vol. 65, pp. 173-186
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

The path of financial risk spillover in the stock market based on the R-vine-Copula model
Xiaoming Zhang, Tong Zhang, Chien‐Chiang Lee
Physica A Statistical Mechanics and its Applications (2022) Vol. 600, pp. 127470-127470
Closed Access | Times Cited: 48
Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach
Shubham Kakran, Arpit Sidhu, Parminder Kaur, et al.
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 31
Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach
Jing Zhao, Luansong Cui, Weiguo Liu, et al.
Resources Policy (2023) Vol. 86, pp. 104142-104142
Closed Access | Times Cited: 21
Stock market comovements: Evidence from the COVID-19 pandemic
Chokri Zehri
The Journal of Economic Asymmetries (2021) Vol. 24, pp. e00228-e00228
Open Access | Times Cited: 38
Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets
Bo Wang, Yang Xiao
International Review of Financial Analysis (2023) Vol. 86, pp. 102538-102538
Closed Access | Times Cited: 16
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Can-Zhong Yao, Min-Jian Li
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101910-101910
Closed Access | Times Cited: 15
Stock market integration and volatility spillovers: new evidence from Asia–Pacific and European markets
Biplab Kumar Guru, Inder Sekhar Yadav
The Journal of Risk Finance (2023) Vol. 24, Iss. 2, pp. 186-211
Closed Access | Times Cited: 13
Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment
Hongjun Zeng, Abdullahi D. Ahmed
International Journal of Managerial Finance (2022) Vol. 19, Iss. 4, pp. 772-802
Closed Access | Times Cited: 20
Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries
Heitham Al-Hajieh
Cogent Economics & Finance (2023) Vol. 11, Iss. 1
Open Access | Times Cited: 9
Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders
Benjamin Keddad
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101928-101928
Closed Access | Times Cited: 3
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model
Lu Yang, Xue Cui, Lei Yang, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 55-69
Closed Access | Times Cited: 13
Modeling of Machine Learning-Based Extreme Value Theory in Stock Investment Risk Prediction: A Systematic Literature Review
Melina Melina, Sukono, Herlina Napitupulu, et al.
Big Data (2024)
Closed Access | Times Cited: 2
Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis
Jiusheng Chen, Xianning Wang
Economic Systems (2024), pp. 101250-101250
Closed Access | Times Cited: 2
Systemic Risk of China’s Financial Industry during the Spread of the COVID-19 Epidemic and the Breakdown of Crude Oil Negotiation
Xiaoming Zhang, Hegang Zhou, Chien‐Chiang Lee
Emerging Markets Finance and Trade (2021) Vol. 58, Iss. 1, pp. 56-69
Closed Access | Times Cited: 16
Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases
Saiful Izzuan Hussain, R. Nur-Firyal‪, Nadiah Ruza
Journal of commodity markets (2021) Vol. 28, pp. 100236-100236
Closed Access | Times Cited: 14
Bidirectional Risk Spillovers between Chinese and Asian Stock Markets: A Dynamic Copula-EVT-CoVaR Approach
Mingguo Zhao, Hail Park
Journal of risk and financial management (2024) Vol. 17, Iss. 3, pp. 110-110
Open Access | Times Cited: 1
Does high volatility increase connectedness? A study of Asian equity markets
Thomas F. P. Wiesen, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Review of Financial Analysis (2024) Vol. 96, pp. 103735-103735
Closed Access | Times Cited: 1
Downside and upside risk spillovers from commercial banks into China’s financial system: a new copula quantile regression-based CoVaR model
Maoxi Tian, Jiang Yong, Binyao Wang, et al.
Economic Research-Ekonomska Istraživanja (2022) Vol. 36, Iss. 1
Open Access | Times Cited: 7
Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula
Huizi Ma, Lin Lin, Han Sun, et al.
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 8
Asymmetric Risk Spillovers Between China and ASEAN Stock Markets
Jiusheng Chen, Xianning Wang
IEEE Access (2021) Vol. 9, pp. 141479-141503
Open Access | Times Cited: 8
The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model
Hongli Niu, Kunliang Xu, Mengyuan Xiong
Entropy (2023) Vol. 25, Iss. 4, pp. 619-619
Open Access | Times Cited: 2
Forecasting extreme risk using regime-switching GARCH models: a case from an energy commodity
Yang Xiao
International Journal of Emerging Markets (2020) Vol. 16, Iss. 8, pp. 1556-1582
Closed Access | Times Cited: 5
Impact of COVID‐19 pandemic on the dependence structure and risk spillovers in global stock markets
Mingguo Zhao, Hail Park
International Finance (2024)
Closed Access
Do Bubbles and Crashes Migrate within and from China?
Roselyne Joyeux, Éric Girardin
(2024)
Closed Access
Analyzing Risk Contagion and Volatility Spillover across Multi-Market Capital Flow using EVT Theory and C-vine Copula
Fahim Afzal, Pan Haiying, Farman Afzal, et al.
Heliyon (2024) Vol. 10, Iss. 21, pp. e39918-e39918
Open Access
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