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:

Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective
Wei-Qiang Huang, Peipei Liu
International Review of Financial Analysis (2023) Vol. 90, pp. 102875-102875
Closed Access | Times Cited: 16

Showing 16 citing articles:

Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6

High–low volatility spillover network between economic policy uncertainty and commodity futures markets
Youtao Xiang, Sumuya Borjigin
Journal of Futures Markets (2024) Vol. 44, Iss. 8, pp. 1295-1319
Closed Access | Times Cited: 6

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

The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system
Xingyu Dai, Imran Yousaf, Jiqian Wang, et al.
Journal of commodity markets (2025), pp. 100463-100463
Closed Access

Redenomination risk connectedness among European sovereign bond markets
Tarek Chebbi, Abdullah AlGhazali, Walid Mensi, et al.
Studies in Economics and Finance (2025)
Closed Access

Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
Seo-Yeon Lim, Sun‐Yong Choi
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102251-102251
Closed Access | Times Cited: 3

Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models
Zimo Chen, Guifen Shi, Boyang Sun
Empirical Economics (2024) Vol. 67, Iss. 6, pp. 2463-2502
Closed Access | Times Cited: 2

Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2

The role of international currency spillovers in shaping exchange rate dynamics in Latin America
Νikolaos Kyriazis, Shaen Corbet
The Quarterly Review of Economics and Finance (2023) Vol. 94, pp. 1-10
Closed Access | Times Cited: 5

Cross-Border Spillover of Imported Sovereign Risk to China: key factors identification based on XGBoost-SHAP explainable machine learning algorithm
Guifen Shi, Zimo Chen, Weichen Luo, et al.
Finance research letters (2024), pp. 106307-106307
Closed Access

Cross-border transmission effect of China's monetary policy on the exchange rate of Asia-Pacific economies
Chen Pei-Fen, Chen Mei-Ping, Lin Min-Syu, et al.
International Review of Financial Analysis (2024) Vol. 97, pp. 103835-103835
Closed Access

The Role of International Currency Spillovers in Shaping Exchange Rate Dynamics in Latin America
Νikolaos Kyriazis, Shaen Corbet
SSRN Electronic Journal (2023)
Closed Access

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