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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:

An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
Giovanni Calice, Christos Ioannidis
International Review of Financial Analysis (2012) Vol. 25, pp. 117-130
Closed Access | Times Cited: 24

Showing 24 citing articles:

An analysis of the literature on systemic financial risk: A survey
Walmir Silva, Herbert Kimura, Vinícius Amorim Sobreiro
Journal of Financial Stability (2016) Vol. 28, pp. 91-114
Closed Access | Times Cited: 191
The determinants of bank CDS spreads: evidence from the financial crisis
Laura Chiaramonte, Barbara Casu
European Journal of Finance (2012) Vol. 19, Iss. 9, pp. 861-887
Open Access | Times Cited: 104
Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions
Ansgar Belke, Christian Gokus
International Journal of Economics and Finance (2014) Vol. 6, Iss. 7
Open Access | Times Cited: 35
Contagion in CDS, banking and equity markets
Benjamin Miranda Tabak, Rodrigo de Castro Miranda, Maurício da Silva Medeiros
Economic Systems (2015) Vol. 40, Iss. 1, pp. 120-134
Closed Access | Times Cited: 34
International risk spillover in sovereign credit markets: an empirical analysis
Saker Sabkha, Christian de Peretti, Dorra Mezzez Hmaied
Managerial Finance (2019) Vol. 45, Iss. 8, pp. 1020-1040
Open Access | Times Cited: 28
CDS and equity markets’ volatility linkages: lessons from the EMU crisis
Theodoros Bratis, Nikiforos T. Laopodis, Γεώργιος Π. Κουρέτας
Review of Quantitative Finance and Accounting (2023) Vol. 60, Iss. 3, pp. 1259-1281
Closed Access | Times Cited: 7
The quest for banking stability in the euro area: The role of government interventions
Renatas Kizys, Nikos Paltalidis, Konstantinos Vergos
Journal of International Financial Markets Institutions and Money (2015) Vol. 40, pp. 111-133
Open Access | Times Cited: 20
Is There a Connection between Sovereign CDS Spreads and the Stock Market? Evidence for European and US Returns and Volatilities
Laura Ballester, Ana González‐Urteaga
Mathematics (2020) Vol. 8, Iss. 10, pp. 1667-1667
Open Access | Times Cited: 11
Are CDS Spreads a Good Proxy of Bank Risk? Evidence from the Financial Crisis
Laura Chiaramonte, Barbara Casu
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 11
Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions
Ansgar Belke, Christian Gokus
SSRN Electronic Journal (2011)
Open Access | Times Cited: 10
The macroeconomic factors affecting government bond yield in Indonesia, Malaysia, Thailand, and the Philippines
Benny Budiawan Tjandrasa, Hotlan Siagian, Ferry Jie
Investment Management and Financial Innovations (2020) Vol. 17, Iss. 3, pp. 111-121
Open Access | Times Cited: 6
The Nexus between Sovereign CDS and Stock Market Volatility: New Evidence
Laura Ballester, Ana Mónica Escrivá, Ana González‐Urteaga
Mathematics (2021) Vol. 9, Iss. 11, pp. 1201-1201
Open Access | Times Cited: 6
CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis
Giovanni Calice
Journal of International Financial Markets Institutions and Money (2014) Vol. 32, pp. 20-37
Open Access | Times Cited: 4
Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
Ansgar Belke, Christian Gokus
SSRN Electronic Journal (2011)
Open Access | Times Cited: 4
Interconnectedness and Systemic Risk
Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle
Palgrave studies in risk and insurance (2018), pp. 249-270
Closed Access | Times Cited: 4
Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds
Steven Shu-Hsiu Chen
Finance research letters (2024), pp. 106176-106176
Closed Access
Investigating Türkiye’s financial nexus: A wavelet coherence analysis of sovereign CDS spreads, bond yields, stock index, and FX rates
Şükriye Tüysüz, Mert Gül
Mathematical Modelling and Numerical Simulation with Applications (2024) Vol. 4, Iss. 4, pp. 395-415
Open Access
Eurozone Crisis and Banks’ Creditworthiness: What is New for Credit Default Swap Spread Determinants?
Alessandra Ortolano, Eliana Angelini
Global Business Review (2020) Vol. 23, Iss. 4, pp. 911-924
Closed Access | Times Cited: 3
The Quest for Financial Stability in the Euro Area: The Role of Government Interventions
Renatas Kizys, Nikos Paltalidis, Konstantinos Vergos
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 1
A Critique of Credit Default Swaps (CDS) Indices
Michael I. C. Nwogugu
Palgrave Macmillan UK eBooks (2018), pp. 111-137
Closed Access | Times Cited: 1
HEDGING OF CREDIT DERIVATIVES, SYSTEMATIC FLUCTUATION AND BANKING STABILITY IN CHINA
Qi‐an Chen, Fangzhou Du
The Singapore Economic Review (2016) Vol. 62, Iss. 04, pp. 809-836
Closed Access
European deposit guarantee schemes: revision of risk based contributions using CDS spreads
Clara Galliani, Riccardo De Lisa
(2012), pp. 1-24
Closed Access
A Critique of The VIX Index, CDs Indices, Options-Based Indices, and Synthetic ETFs/Funds
Michael C. I. Nwogugu
SSRN Electronic Journal (2012)
Closed Access
What Relationships between Commodities and CDS Indices? Evidence from Archimedean Copulas
Samar Zlitni, Ahmed Ghorbel, Walid Khoufi
SSRN Electronic Journal (2017)
Closed Access
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