Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

The extreme risk connectedness of the new financial system: European evidence
Vincenzo Pacelli, Federica Miglietta, Matteo Foglia
International Review of Financial Analysis (2022) Vol. 84, pp. 102408-102408
Closed Access | Times Cited: 22

Showing 22 citing articles:

Extreme connectedness between NFTs and US equity market: A sectoral analysis
Shoaib Ali, Muhammad Umar, Mariya Gubareva, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 299-315
Open Access | Times Cited: 17
Financial technology and bank stability in an emerging market economy
Rizky Yudaruddin, Wahyoe Soedarmono, Bramantyo Adi Nugroho, et al.
Heliyon (2023) Vol. 9, Iss. 5, pp. e16183-e16183
Open Access | Times Cited: 23
Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10
Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets
Shoaib Ali, Nassar S. Al-Nassar, Muhammad Naveed
Global Finance Journal (2024) Vol. 60, pp. 100955-100955
Closed Access | Times Cited: 8
Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?
Xianfang Su, Yachao Zhao
Global Finance Journal (2025) Vol. 64, pp. 101076-101076
Closed Access
Bankruptcy risk contagion: considering systemically important FinTech firms
Zaheer Anwer, Ashraf Khan, Davide Castellani, et al.
European Journal of Finance (2025), pp. 1-20
Closed Access
Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions
Chengcheng Liu, Meng Tian, Bai Huang
International Review of Financial Analysis (2025), pp. 104034-104034
Closed Access
Strategic and Organizational Models of Banks and Insurance Companies: What Are the Systemic Implications?
Pasquale di Biase, Vincenzo Pacelli
(2025), pp. 89-103
Closed Access
Forecasting volatility spillovers across Chinese financial industries: an out-of-sample framework using a novel matrix autoregressive model
Chengcheng Liu, Fang Tong
Applied Economics (2025), pp. 1-21
Closed Access
Connectedness and systemic risk between FinTech and traditional financial stocks: Implications for portfolio diversification
Irene Henriques, Perry Sadorsky
Research in International Business and Finance (2024) Vol. 73, pp. 102629-102629
Closed Access | Times Cited: 3
Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China
Ziyao Wang, Yufei Xia, Yating Fu, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4058-4058
Open Access | Times Cited: 8
Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
Jiaojiao Sun, Chen Zhang, Jing Zhu, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102215-102215
Closed Access | Times Cited: 2
FinTech, systemic risk and bank market power – Australian perspective
Md Sohel Saklain
International Review of Financial Analysis (2024) Vol. 95, pp. 103351-103351
Closed Access | Times Cited: 2
Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
Xiaoye Jin
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
The extreme risk connectedness of the global financial system: G7 and BRICS evidence
Ning Chen, Shaofang Li, Shuai Lu
Journal of Multinational Financial Management (2023) Vol. 69, pp. 100812-100812
Closed Access | Times Cited: 3
Financial Fraud in the Age of FinTech
Bhartrihari Pandiya, Priyanka Yadav
Advances in finance, accounting, and economics book series (2023), pp. 86-100
Closed Access | Times Cited: 2
Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms
Zaheer Anwer, Muhammad Arif Khan, M. Kabir Hassan, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102476-102476
Closed Access
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
FINANCIAL AND ECONOMIC SECURITY AND DEVELOPMENT OF PRIORITY SECTORS OF THE NATIONAL ECONOMY UKRAINE: CASUAL NEXUS EMPIRICAL
Olga Dmytryk, Taras Vasyltsiv, Olha Mulska, et al.
Financial and credit activity problems of theory and practice (2024) Vol. 4, Iss. 57, pp. 301-316
Open Access
Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models
Xiaoye Jin
Computational Economics (2024)
Closed Access
Assessing Volatility Spillover Networks and Systemic Importance of China's New Energy Companies: Evidence from Quantile Connectedness
Yawei Guo, Yi Lin, Ningli Wang
(2024)
Closed Access
Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China
Xianfang Su, Yachao Zhao
Pacific-Basin Finance Journal (2024), pp. 102662-102662
Closed Access
Page 1

Scroll to top