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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:

Systemic risk propagation in the Eurozone: A multilayer network approach
Matteo Foglia, Vincenzo Pacelli, Gang‐Jin Wang
International Review of Economics & Finance (2023) Vol. 88, pp. 332-346
Closed Access | Times Cited: 14

Showing 14 citing articles:

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
Risk spillover across Chinese industries: novel evidence from multilayer connectedness networks
Xiu Jin, YU Jing-tao, Yueli Liu, et al.
Kybernetes (2025)
Closed Access
Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
Zhongzhe Ouyang, Xuewei Zhou, Zisheng Ouyang
Communication in Statistics- Theory and Methods (2025), pp. 1-29
Closed Access
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
Turning Points in the Core–Periphery Displacement of Systemic Risk in the Eurozone: Constrained Weighted Compositional Clustering
Anna Maria Fiori, Germà Coenders
Risks (2025) Vol. 13, Iss. 2, pp. 21-21
Open 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
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
Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China
Xuewei Zhou, Zisheng Ouyang, Min Lu, et al.
Pacific-Basin Finance Journal (2024), pp. 102533-102533
Closed Access | Times Cited: 1
Recent evidence on the sovereign-bank nexus in the euro area
Paul Bochmann, Benedikt Kagerer, Cosimo Pancaro
Finance research letters (2024), pp. 106108-106108
Closed Access | Times Cited: 1
A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implications
Vincenzo Pacelli, Lucianna Cananà, Anirban Chakraborti, et al.
New economic windows (2024), pp. 43-71
Open Access
Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector
Vincenzo Pacelli, Caterina Di Tommaso, Matteo Foglia, et al.
Energy Economics (2024), pp. 108082-108082
Open Access
A Booster or a Stabilizer? Investigating the Role of Chinese Real Estate Investment Trusts in the Systemic Risk of Financial Markets
Jian Liu, Yan Chen, Xiaolin Li
(2024)
Closed Access
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks
Matteo Foglia, Vasilios Plakandaras, Rangan Gupta, et al.
Research in International Business and Finance (2024), pp. 102667-102667
Closed Access
Systemically Important Banks – Risk Transfer in the Euro Area
Jan Koleśnik
Finanse i Prawo Finansowe (2023), Iss. 2, pp. 57-79
Open Access
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