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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:

Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
Stelios Bekiros
International Review of Financial Analysis (2013) Vol. 33, pp. 58-69
Closed Access | Times Cited: 186

Showing 1-25 of 186 citing articles:

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
Arshian Sharif, Chaker Aloui, Larisa Yarovaya
International Review of Financial Analysis (2020) Vol. 70, pp. 101496-101496
Open Access | Times Cited: 1283
Do global factors impact BRICS stock markets? A quantile regression approach
Walid Mensi, Shawkat Hammoudeh, Juan C. Reboredo, et al.
Emerging Markets Review (2014) Vol. 19, pp. 1-17
Open Access | Times Cited: 403
World gold prices and stock returns in China: Insights for hedging and diversification strategies
Mohamed El Hédi Arouri, Amine Lahiani, Duc Khuong Nguyen
Economic Modelling (2014) Vol. 44, pp. 273-282
Open Access | Times Cited: 282
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
Afees A. Salisu, Godday Uwawunkonye Ebuh, Nuruddeen Usman
International Review of Economics & Finance (2020) Vol. 69, pp. 280-294
Closed Access | Times Cited: 269
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
Paraskevi Katsiampa, Shaen Corbet, Brian M. Lucey
Finance research letters (2019) Vol. 29, pp. 68-74
Open Access | Times Cited: 251
High frequency volatility co-movements in cryptocurrency markets
Paraskevi Katsiampa, Shaen Corbet, Brian M. Lucey
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 35-52
Open Access | Times Cited: 227
Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
Shaen Corbet, Yang Hou, Yang Hu, et al.
International Review of Economics & Finance (2020) Vol. 71, pp. 55-81
Open Access | Times Cited: 210
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Walid Mensi, Shawkat Hammoudeh, Duc Khuong Nguyen, et al.
International Review of Economics & Finance (2015) Vol. 42, pp. 257-276
Closed Access | Times Cited: 201
Volatility co-movement between Bitcoin and Ether
Paraskevi Katsiampa
Finance research letters (2018) Vol. 30, pp. 221-227
Open Access | Times Cited: 190
Herding behavior and contagion in the cryptocurrency market
Paulo Vitor Jordão da Gama Silva, Marcelo Cabús Klötzle, Antônio Carlos Figueiredo Pinto, et al.
Journal of Behavioral and Experimental Finance (2019) Vol. 22, pp. 41-50
Closed Access | Times Cited: 180
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101589-101589
Open Access | Times Cited: 132
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Qiang Ji, Elie Bouri, David Roubaud
International Review of Financial Analysis (2018) Vol. 57, pp. 1-12
Closed Access | Times Cited: 154
Global financial crisis and emerging stock market contagion: A volatility impulse response function approach
Xiaoye Jin, AN Xi-meng
Research in International Business and Finance (2015) Vol. 36, pp. 179-195
Closed Access | Times Cited: 125
Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? Evidence from smooth time-varying cointegration analysis
Mei‐Ping Chen, Chien‐Chiang Lee, Yu-Hui Lin, et al.
Economic Research-Ekonomska Istraživanja (2018) Vol. 31, Iss. 1, pp. 908-926
Open Access | Times Cited: 121
Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
Besma Hkiri, Shawkat Hammoudeh, Chaker Aloui, et al.
Pacific-Basin Finance Journal (2017) Vol. 43, pp. 124-150
Open Access | Times Cited: 112
Granger causality stock market networks: Temporal proximity and preferential attachment
Tomáš Výrost, Štefan Lyócsa, Eduard Baumöhl
Physica A Statistical Mechanics and its Applications (2015) Vol. 427, pp. 262-276
Open Access | Times Cited: 104
Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 90
Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 553, pp. 124235-124235
Closed Access | Times Cited: 73
Stagpression: The Economic and Financial Impact of the COVID-19 Pandemic
Mario Arturo Ruiz Estrada, Evangelos Koutronas, Minsoo Lee
Contemporary Economics (2021) Vol. 15, Iss. 1, pp. 19-33
Open Access | Times Cited: 64
Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis
Ijaz Younis, Himani Gupta, Min Du, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102405-102405
Open Access | Times Cited: 11
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ahdi Noomen Ajmi, Ghassen El Montasser, Shawkat Hammoudeh, et al.
Applied Economics (2014) Vol. 46, Iss. 18, pp. 2167-2177
Open Access | Times Cited: 89
Which market integration measure?
Monica Billio, Michael Donadelli, Antonio Paradiso, et al.
Journal of Banking & Finance (2016) Vol. 76, pp. 150-174
Open Access | Times Cited: 82
Financial market interdependencies: A quantile regression analysis of volatility spillover
Aymen Ben Rejeb, Mongi Arfaoui
Research in International Business and Finance (2015) Vol. 36, pp. 140-157
Open Access | Times Cited: 72
Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
Larisa Yarovaya, Chi Keung Marco Lau
Research in International Business and Finance (2016) Vol. 37, pp. 605-619
Closed Access | Times Cited: 71
Identifying influential energy stocks based on spillover network
Ze Wang, Xiangyun Gao, Haizhong An, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101277-101277
Closed Access | Times Cited: 67
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