
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:
‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
Sheri M. Markose, Simone Giansante, Ali Rais Shaghaghi
Journal of Economic Behavior & Organization (2012) Vol. 83, Iss. 3, pp. 627-646
Open Access | Times Cited: 302
Sheri M. Markose, Simone Giansante, Ali Rais Shaghaghi
Journal of Economic Behavior & Organization (2012) Vol. 83, Iss. 3, pp. 627-646
Open Access | Times Cited: 302
Showing 1-25 of 302 citing articles:
Where the Risks Lie: A Survey on Systemic Risk*
Sylvain Benoît, Jean-Édouard Colliard, Christophe Hurlin, et al.
Review of Finance (2016) Vol. 21, Iss. 1, pp. 109-152
Open Access | Times Cited: 506
Sylvain Benoît, Jean-Édouard Colliard, Christophe Hurlin, et al.
Review of Finance (2016) Vol. 21, Iss. 1, pp. 109-152
Open Access | Times Cited: 506
Credit Default Swaps and the Credit Crisis
René M. Stulz
The Journal of Economic Perspectives (2010) Vol. 24, Iss. 1, pp. 73-92
Open Access | Times Cited: 504
René M. Stulz
The Journal of Economic Perspectives (2010) Vol. 24, Iss. 1, pp. 73-92
Open Access | Times Cited: 504
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
Sebastian Poledna, José Luis Molina-Borboa, Serafín Martínez-Jaramillo, et al.
Journal of Financial Stability (2015) Vol. 20, pp. 70-81
Open Access | Times Cited: 286
Sebastian Poledna, José Luis Molina-Borboa, Serafín Martínez-Jaramillo, et al.
Journal of Financial Stability (2015) Vol. 20, pp. 70-81
Open Access | Times Cited: 286
Filling in the blanks: network structure and interbank contagion
Kartik Anand, Ben R. Craig, Goetz von Peter
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 625-636
Open Access | Times Cited: 225
Kartik Anand, Ben R. Craig, Goetz von Peter
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 625-636
Open Access | Times Cited: 225
Pathways towards instability in financial networks
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, et al.
Nature Communications (2017) Vol. 8, Iss. 1
Open Access | Times Cited: 223
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, et al.
Nature Communications (2017) Vol. 8, Iss. 1
Open Access | Times Cited: 223
Interconnectedness and systemic risk of China's financial institutions
Gang‐Jin Wang, Zhi‐Qiang Jiang, Min Lin, et al.
Emerging Markets Review (2017) Vol. 35, pp. 1-18
Open Access | Times Cited: 196
Gang‐Jin Wang, Zhi‐Qiang Jiang, Min Lin, et al.
Emerging Markets Review (2017) Vol. 35, pp. 1-18
Open Access | Times Cited: 196
DebtRank: A Microscopic Foundation for Shock Propagation
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, et al.
PLoS ONE (2015) Vol. 10, Iss. 6, pp. e0130406-e0130406
Open Access | Times Cited: 143
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, et al.
PLoS ONE (2015) Vol. 10, Iss. 6, pp. e0130406-e0130406
Open Access | Times Cited: 143
The network structure of the CDS market and its determinants
Tuomas A. Peltonen, Martin Scheicher, Guillaume Vuillemey
Journal of Financial Stability (2014) Vol. 13, pp. 118-133
Open Access | Times Cited: 130
Tuomas A. Peltonen, Martin Scheicher, Guillaume Vuillemey
Journal of Financial Stability (2014) Vol. 13, pp. 118-133
Open Access | Times Cited: 130
The effects of credit default swap trading on information asymmetry in syndicated loans
Dan Amiram, William H. Beaver, Wayne R. Landsman, et al.
Journal of Financial Economics (2017) Vol. 126, Iss. 2, pp. 364-382
Closed Access | Times Cited: 125
Dan Amiram, William H. Beaver, Wayne R. Landsman, et al.
Journal of Financial Economics (2017) Vol. 126, Iss. 2, pp. 364-382
Closed Access | Times Cited: 125
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
Sebastian Poledna, Stefan Thurner
Quantitative Finance (2016) Vol. 16, Iss. 10, pp. 1599-1613
Open Access | Times Cited: 108
Sebastian Poledna, Stefan Thurner
Quantitative Finance (2016) Vol. 16, Iss. 10, pp. 1599-1613
Open Access | Times Cited: 108
Income smoothing among European systemic and non-systemic banks
Ozili K. Peterson, Thankom Arun
The British Accounting Review (2018) Vol. 50, Iss. 5, pp. 539-558
Open Access | Times Cited: 102
Ozili K. Peterson, Thankom Arun
The British Accounting Review (2018) Vol. 50, Iss. 5, pp. 539-558
Open Access | Times Cited: 102
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions
Gang‐Jin Wang, Yangyang Chen, Hui-Bin Si, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 325-347
Closed Access | Times Cited: 101
Gang‐Jin Wang, Yangyang Chen, Hui-Bin Si, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 325-347
Closed Access | Times Cited: 101
Quantification of systemic risk from overlapping portfolios in the financial system
Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli, et al.
Journal of Financial Stability (2020) Vol. 52, pp. 100808-100808
Open Access | Times Cited: 90
Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli, et al.
Journal of Financial Stability (2020) Vol. 52, pp. 100808-100808
Open Access | Times Cited: 90
Financial systemic risk measurement based on causal network connectedness analysis
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
International Review of Economics & Finance (2019) Vol. 64, pp. 290-307
Closed Access | Times Cited: 89
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
International Review of Economics & Finance (2019) Vol. 64, pp. 290-307
Closed Access | Times Cited: 89
Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank
Marco Bardoscia, Fabio Caccioli, Juan I. Perotti, et al.
PLoS ONE (2016) Vol. 11, Iss. 10, pp. e0163825-e0163825
Open Access | Times Cited: 87
Marco Bardoscia, Fabio Caccioli, Juan I. Perotti, et al.
PLoS ONE (2016) Vol. 11, Iss. 10, pp. e0163825-e0163825
Open Access | Times Cited: 87
Monitoring indirect contagion
Rama Cont, Eric Schaanning
Journal of Banking & Finance (2019) Vol. 104, pp. 85-102
Open Access | Times Cited: 87
Rama Cont, Eric Schaanning
Journal of Banking & Finance (2019) Vol. 104, pp. 85-102
Open Access | Times Cited: 87
Systemic risk mitigation in financial networks
Agostino Capponi, Peng-Chu Chen
Journal of Economic Dynamics and Control (2015) Vol. 58, pp. 152-166
Closed Access | Times Cited: 89
Agostino Capponi, Peng-Chu Chen
Journal of Economic Dynamics and Control (2015) Vol. 58, pp. 152-166
Closed Access | Times Cited: 89
Leveraging the network: A stress-test framework based on DebtRank
Stefano Battiston, Guido Caldarelli, Marco D’Errico, et al.
Statistics & Risk Modeling (2016) Vol. 33, Iss. 3-4, pp. 117-138
Open Access | Times Cited: 79
Stefano Battiston, Guido Caldarelli, Marco D’Errico, et al.
Statistics & Risk Modeling (2016) Vol. 33, Iss. 3-4, pp. 117-138
Open Access | Times Cited: 79
Conditional copula simulation for systemic risk stress testing
Eike Brechmann, Katharina Hendrich, Claudia Czado
Insurance Mathematics and Economics (2013) Vol. 53, Iss. 3, pp. 722-732
Open Access | Times Cited: 76
Eike Brechmann, Katharina Hendrich, Claudia Czado
Insurance Mathematics and Economics (2013) Vol. 53, Iss. 3, pp. 722-732
Open Access | Times Cited: 76
Core-Periphery Trading Networks
Chaojun Wang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 68
Chaojun Wang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 68
Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach
Qifa Xu, Mengting Li, Cuixia Jiang, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 534, pp. 122173-122173
Closed Access | Times Cited: 57
Qifa Xu, Mengting Li, Cuixia Jiang, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 534, pp. 122173-122173
Closed Access | Times Cited: 57
What is the minimal systemic risk in financial exposure networks?
Christian Diem, Anton Pichler, Stefan Thurner
Journal of Economic Dynamics and Control (2020) Vol. 116, pp. 103900-103900
Open Access | Times Cited: 53
Christian Diem, Anton Pichler, Stefan Thurner
Journal of Economic Dynamics and Control (2020) Vol. 116, pp. 103900-103900
Open Access | Times Cited: 53
Quantifying firm-level economic systemic risk from nation-wide supply networks
Christian Diem, András Borsos, Tobias Reisch, et al.
Scientific Reports (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 34
Christian Diem, András Borsos, Tobias Reisch, et al.
Scientific Reports (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 34
Sovereign risk spillovers: A network approach
Chau Le, David Dickinson, Hoang Anh Le
Journal of Financial Stability (2022) Vol. 60, pp. 101006-101006
Closed Access | Times Cited: 32
Chau Le, David Dickinson, Hoang Anh Le
Journal of Financial Stability (2022) Vol. 60, pp. 101006-101006
Closed Access | Times Cited: 32