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:

Resolution of policy uncertainty and sudden declines in volatility
Dante Amengual, Dacheng Xiu
Journal of Econometrics (2017) Vol. 203, Iss. 2, pp. 297-315
Closed Access | Times Cited: 115

Showing 1-25 of 115 citing articles:

Economic policy uncertainty and stock market volatility
Li Liu, Tao Zhang
Finance research letters (2015) Vol. 15, pp. 99-105
Open Access | Times Cited: 473

Geopolitical risk, uncertainty and Bitcoin investment
Md Al Mamun, Gazi Salah Uddin, Muhammad Tahir Suleman, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 540, pp. 123107-123107
Closed Access | Times Cited: 133

The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR
Toan Luu Duc Huynh
Resources Policy (2020) Vol. 66, pp. 101623-101623
Closed Access | Times Cited: 99

Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences
Oliver Boguth, Vincent Grégoire, Charles Martineau
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2327-2353
Closed Access | Times Cited: 95

Market-Based Monetary Policy Uncertainty
Michael D. Bauer, Aeimit Lakdawala, Philippe Mueller
The Economic Journal (2021) Vol. 132, Iss. 644, pp. 1290-1308
Open Access | Times Cited: 73

Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
Srikanta Kundu, Amartya Paul
International Review of Economics & Finance (2022) Vol. 80, pp. 597-612
Closed Access | Times Cited: 68

Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
Adam Zaremba, Renatas Kizys, David Y. Aharon
Finance research letters (2021) Vol. 43, pp. 102011-102011
Open Access | Times Cited: 64

Recovering the FOMC risk premium
Hong Liu, Xiaoxiao Tang, Guofu Zhou
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 45-68
Closed Access | Times Cited: 38

Stock market volatility and jumps in times of uncertainty
Anastasios Megaritis, Nikolaos Vlastakis, Athanasios Triantafyllou
Journal of International Money and Finance (2021) Vol. 113, pp. 102355-102355
Open Access | Times Cited: 49

The cross section of the monetary policy announcement premium
Hengjie Ai, Leyla Jianyu Han, Xuhui Pan, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 247-276
Closed Access | Times Cited: 48

When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
Yacine Aït‐Sahalia, Felix Matthys, Emilio Osambela, et al.
Journal of Econometrics (2024), pp. 105654-105654
Closed Access | Times Cited: 6

The jump leverage risk premium
Tim Bollerslev, Viktor Todorov
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103723-103723
Closed Access | Times Cited: 14

Event‐Day Options
Jonathan H. Wright
Journal of Time Series Analysis (2025)
Closed Access

Smiling twice: The Heston++ model
Claudio Pacati, Gabriele Pompa, Roberto Renò
Journal of Banking & Finance (2018) Vol. 96, pp. 185-206
Open Access | Times Cited: 42

The drivers of volume volatility: A big data analysis based on economic uncertainty measures for the Greek banking system
Leonidas Theodorakopoulos, Hera Antonopoulou, Vicky Mamalougou, et al.
Banks and Bank Systems (2022) Vol. 17, Iss. 3, pp. 49-57
Open Access | Times Cited: 22

Economic policy uncertainty: The probability and duration of economic recessions in major European Union countries
Thanh Cong Nguyen
Research in International Business and Finance (2022) Vol. 62, pp. 101701-101701
Closed Access | Times Cited: 20

Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach
Naveed Khan, Hassan Zada, Ozair Siddiqui, et al.
Computational Economics (2025)
Closed Access

The Application of Visual Analytics to Financial Stability Monitoring
Mark D. Flood, Victoria L. Lemieux, Margaret Varga, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 39

Empirical Option Pricing Models
David S. Bates
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 369-389
Closed Access | Times Cited: 16

VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Qi Wang, Zerong Wang
Journal of Banking & Finance (2020) Vol. 116, pp. 105845-105845
Closed Access | Times Cited: 24

Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance?
Harald A. Mieg
Risk Analysis (2020) Vol. 42, Iss. 9, pp. 1952-1964
Open Access | Times Cited: 24

Does the Federal Open Market Committee cycle affect credit risk?
Difang Huang, Yubin Li, Xinjie Wang, et al.
Financial Management (2021) Vol. 51, Iss. 1, pp. 143-167
Closed Access | Times Cited: 21

Combining dimensionality reduction methods with neural networks for realized volatility forecasting
Andrea Bucci, Lidan He, Zhi Liu
Annals of Operations Research (2023)
Closed Access | Times Cited: 8

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