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:

Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Wang Chen, Kung‐Cheng Ho, Lu Yang
International Review of Financial Analysis (2020) Vol. 72, pp. 101594-101594
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
Ying Yuan, Haiying Wang, Xiu Jin
International Review of Financial Analysis (2022) Vol. 83, pp. 102315-102315
Open Access | Times Cited: 45

Modeling the global sovereign credit network under climate change
Lu Yang, Shigeyuki Hamori
International Review of Financial Analysis (2023) Vol. 87, pp. 102618-102618
Closed Access | Times Cited: 28

Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
Nader Naifar
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102205-102205
Closed Access | Times Cited: 5

Markov switching volatility connectedness across international CDS markets
Walid Mensi, Eray Gemi̇ci̇, Müslüm Polat, et al.
International Review of Economics & Finance (2025), pp. 103839-103839
Open Access

The mechanism of credit risk contagion among internet P2P lending platforms based on a SEIR model with time-lag
Chengguo Zhao, Meng Li, Jun Wang, et al.
Research in International Business and Finance (2021) Vol. 57, pp. 101407-101407
Open Access | Times Cited: 31

Modelling international sovereign risk information spillovers: A multilayer network approach
Peipei Liu, Wei-Qiang Huang
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101794-101794
Closed Access | Times Cited: 21

Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics
Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, et al.
European Journal of Operational Research (2022) Vol. 304, Iss. 2, pp. 813-831
Open Access | Times Cited: 20

European systemic credit risk transmission using Bayesian networks
Laura Ballester, Jesúa López, José M. Pavía
Research in International Business and Finance (2023) Vol. 65, pp. 101914-101914
Open Access | Times Cited: 11

Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis
Darko Vuković, Kseniya A. Lapshina, Moinak Maiti
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101457-101457
Closed Access | Times Cited: 26

Alumni social networks and hedge fund performance: Evidence from China
Junqin Lin, Fan Wang, Lijian Wei
International Review of Financial Analysis (2021) Vol. 78, pp. 101931-101931
Closed Access | Times Cited: 25

Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk
Lu Yang
Resources Policy (2023) Vol. 82, pp. 103493-103493
Closed Access | Times Cited: 10

Sovereign debt and sovereign risk: a systematic review and meta-analysis
Xiaolei Sun, Yiran Shen, Guowen Li
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 3

Sovereign default network and currency risk premia
Lu Yang, Lei Yang, Xue Cui
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 8

The risk spillover of high carbon enterprises in China: Evidence from the stock market
Baohui Wu, Pingheng Zhu, Hua Yin, et al.
Energy Economics (2023) Vol. 126, pp. 106939-106939
Closed Access | Times Cited: 7

Systemwide directional connectedness from Crude Oil to sovereign credit risk
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Journal of commodity markets (2022) Vol. 30, pp. 100272-100272
Closed Access | Times Cited: 12

Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
Qunwei Wang, Mengmeng Liu, Ling Xiao, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102025-102025
Closed Access | Times Cited: 9

Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period
Sanjay Kumar Rout, Hrushikesh Mallick
Asia-Pacific Financial Markets (2022) Vol. 29, Iss. 4, pp. 697-734
Open Access | Times Cited: 8

Credit Default Risk, Internal Control and Stock Returns
Ting Tian
Finance research letters (2024) Vol. 67, pp. 105767-105767
Closed Access | Times Cited: 1

Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1

Carbon Market Efficiency and Economic Policy Uncertainty: Evidence from a TVP-VAR Model
Min Liu, R. X. Huang, Lu Yang
Discrete Dynamics in Nature and Society (2024) Vol. 2024, pp. 1-14
Open Access | Times Cited: 1

Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis
Christos Tzomakas
The Quarterly Review of Economics and Finance (2024) Vol. 97, pp. 101895-101895
Closed Access | Times Cited: 1

Structured factor copulas for modeling the systemic risk of European and United States banks
Hoang Nguyen, Audronė Virbickaitė, M. Concepción Ausín, et al.
International Review of Financial Analysis (2024) Vol. 96, pp. 103621-103621
Open Access | Times Cited: 1

Exploring the Mechanism of Regional Ecological Legal Governance's Impact on Corporate Bond Credit Spreads
Zhijun Dai, Jian Liu
Finance research letters (2024) Vol. 70, pp. 106338-106338
Closed Access | Times Cited: 1

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