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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:

Risk spillovers in global financial markets: Evidence from the COVID-19 crisis
Yi Fang, Zhiquan Shao, Yang Zhao
International Review of Economics & Finance (2022) Vol. 83, pp. 821-840
Open Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis
Walid Mensi, Xuan Vinh Vo, Hee-Un Ko, et al.
Economic Analysis and Policy (2022) Vol. 77, pp. 558-580
Open Access | Times Cited: 50
Climate risk and financial systems: A nonlinear network connectedness analysis
Xiaodan Mao, Ping Wei, Xiaohang Ren
Journal of Environmental Management (2023) Vol. 340, pp. 117878-117878
Closed Access | Times Cited: 28
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 8
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: 7
Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic
Jingyu Feng, Ying Yuan, Mingxuan Jiang
International Review of Economics & Finance (2024) Vol. 92, pp. 275-301
Closed Access | Times Cited: 5
Imported risk in global financial markets: Evidence from cross-market connectedness
Zisheng Ouyang, Zhen Chen, Xuewei Zhou, et al.
The North American Journal of Economics and Finance (2025), pp. 102374-102374
Closed Access
Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis
Yifan Wang, Xiqi You, Yanhang Zhang, et al.
Pacific-Basin Finance Journal (2024) Vol. 83, pp. 102272-102272
Closed Access | Times Cited: 3
China's risk contagion using the mixed-frequency macro-financial network
Cuixia Jiang, Haijing Gao, Qifa Xu
Economic Systems (2024), pp. 101212-101212
Closed Access | Times Cited: 3
Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
Seo-Yeon Lim, Sun‐Yong Choi
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102251-102251
Closed Access | Times Cited: 3
Foreign exchange market efficiency during COVID-19 pandemic
Islam Azzam, Ahmed El‐Masry, Ehab Abdel-Tawab Yamani
International Review of Economics & Finance (2023) Vol. 86, pp. 717-730
Open Access | Times Cited: 9
Volatility spillovers among leading cryptocurrencies and US energy and technology companies
Amro Saleem Alamaren, Korhan K. Gökmenoğlu, Nigar Taşpınar
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 2
Risk spillover effect of global financial markets in the context of novel coronavirus epidemic
Liqin Hu, Qiuyan Zheng, Tsangyao Chang
Applied Economics (2023) Vol. 56, Iss. 22, pp. 2654-2670
Closed Access | Times Cited: 6
Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Economics (2024) Vol. 181, pp. 100570-100570
Closed Access | Times Cited: 1
Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective
Karim Belcaid, Sara El Aoufi, Mamdouh Abdulaziz Saleh Al‐Faryan
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 4, pp. 1007-1033
Closed Access | Times Cited: 2
Nonlinear Dependence between the Us Banking and Insurance Markets During Covid-19 Pandemic
Rodrigo dos Santos Branco, Pedro Chaim, Márcio Poletti Laurini
(2024)
Closed Access
The Impact of the COVID-19 Pandemic on Modelling Volatility and Risk Analysis of Returns in Selected European Financial Markets
Dominik Krężołek
Studies in classification, data analysis, and knowledge organization (2024), pp. 49-61
Closed Access
Is bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets
Peng Liu, Ying Yuan
International Review of Financial Analysis (2024) Vol. 96, pp. 103663-103663
Closed Access
The Dynamic Relationship Among Economic and Monetary Policy, Geopolitical Risk, Sentiment, and Risk Aversion: A TVP-VAR Approach
Sun‐Yong Choi, Elroi Hadad
Finance research letters (2024) Vol. 72, pp. 106532-106532
Closed Access
The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets
Boubekeur Baba
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access
Complex-Systems Analysis of the CSI 300 Index: Evolution, Resilience, and Prediction in Stock Correlation Network
Xinyuan Luo, Jian Yin, Danqi Wei
Systems (2024) Vol. 12, Iss. 8, pp. 285-285
Open Access
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach
Nida Siddiqui, Haslifah Mohamad Hasim
PLoS ONE (2024) Vol. 19, Iss. 12, pp. e0312718-e0312718
Open Access
Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data
OlaOluwa S. Yaya, Derick Quintino, Cristiane Ogino, et al.
SN Business & Economics (2024) Vol. 5, Iss. 1
Closed Access
The dynamic risk spillover of higher-order moments in the China’s energy market: A time-frequency perspective
Xueyong Liu, Binbin Wang, Min Luo, et al.
International Journal of Green Energy (2024), pp. 1-19
Closed Access
Risk spillover in China’s real estate industry chain: a DCC-EGARCH-ΔCoVaR model
Xiaoyang Chen, Liguo Zhou, Wang Lin, et al.
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Dynamic connectedness between oil prices and financial assets: New evidence of the Ukraine-Russia conflict
Mara Madaleno, José Marqués
Elsevier eBooks (2023)
Closed Access
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