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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:

Tail event driven networks of SIFIs
Cathy Yi‐Hsuan Chen, Wolfgang Karl Härdle, Yarema Okhrin
Journal of Econometrics (2018) Vol. 208, Iss. 1, pp. 282-298
Open Access | Times Cited: 66

Showing 1-25 of 66 citing articles:

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Weiping Zhang, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101248-101248
Closed Access | Times Cited: 99
Multilayer network analysis of investor sentiment and stock returns
Gang‐Jin Wang, Xiong Lu, You Zhu, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101707-101707
Closed Access | Times Cited: 56
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries
Yusen Feng, Gang‐Jin Wang, You Zhu, et al.
Emerging Markets Review (2023) Vol. 55, pp. 101020-101020
Closed Access | Times Cited: 32
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 22
Interconnectedness and systemic risk: Evidence from global stock markets
Emrah İsmail Çevik, Hande Caliskan Terzioglu, Yunus Kılıç, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102282-102282
Closed Access | Times Cited: 13
Network quantile autoregression
Xuening Zhu, Ning Wang, Hansheng Wang, et al.
Journal of Econometrics (2019) Vol. 212, Iss. 1, pp. 345-358
Open Access | Times Cited: 73
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness
Matteo Foglia, Abdelhamid Addi, Eliana Angelini
Global Finance Journal (2021) Vol. 51, pp. 100677-100677
Closed Access | Times Cited: 47
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
Eduard Baumöhl, Elie Bouri, Thi-Hong-Van Hoang, et al.
Economic Modelling (2022) Vol. 109, pp. 105775-105775
Closed Access | Times Cited: 33
Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Youtao Xiang, Sumuya Borjigin
International Review of Economics & Finance (2023) Vol. 88, pp. 1337-1374
Closed Access | Times Cited: 16
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
European Journal of Finance (2024) Vol. 30, Iss. 18, pp. 2157-2190
Closed Access | Times Cited: 7
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
LASSO-driven inference in time and space
Victor Chernozhukov, Wolfgang Karl Härdle, Chen Huang, et al.
The Annals of Statistics (2021) Vol. 49, Iss. 3
Open Access | Times Cited: 38
Bearish Vs Bullish risk network: A Eurozone financial system analysis
Matteo Foglia, Abdelhamid Addi, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101522-101522
Closed Access | Times Cited: 24
Risk network of global energy markets
Gazi Salah Uddin, Tianqi Luo, Muhammad Yahya, et al.
Energy Economics (2023) Vol. 125, pp. 106882-106882
Open Access | Times Cited: 14
Tail-risk contagion across key industrial chains of China
R Huang, Shuhang Guo, Zhou Qi, et al.
Empirical Economics (2025)
Closed Access
Connectedness and systemic risk of the banking industry along the Belt and Road
Gang‐Jin Wang, Yusen Feng, Yufeng Xiao, et al.
Journal of Management Science and Engineering (2021) Vol. 7, Iss. 2, pp. 303-329
Open Access | Times Cited: 31
The determinants of systemic risk contagion
Burak Sencer Atasoy, İbrahim Özkan, Lütfi Erden
Economic Modelling (2023) Vol. 130, pp. 106596-106596
Closed Access | Times Cited: 11
Local government debt, real estate credit, and systemic risk of commercial banks
Qicheng Zhao, Wei Yin, Zhouwei Wang, et al.
Applied Economics (2024), pp. 1-18
Closed Access | Times Cited: 4
How robust are financial connectedness networks? A network attack assessment
Yufei Cao, Yong Zou
Research in International Business and Finance (2025), pp. 102808-102808
Closed Access
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: 3
Contagion effect of systemic risk among industry sectors in China’s stock market
Qiuhua Xu, Haoyang Yan, Tianyu Zhao
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101576-101576
Closed Access | Times Cited: 22
Tail-event driven network of cryptocurrencies and conventional assets
Wensheng Jiang, Qiuhua Xu, Ruige Zhang
Finance research letters (2021) Vol. 46, pp. 102424-102424
Closed Access | Times Cited: 21
Financial Risk Meter for emerging markets
Souhir Ben Amor, Michael Althof, Wolfgang Karl Härdle
Research in International Business and Finance (2021) Vol. 60, pp. 101594-101594
Closed Access | Times Cited: 19
Measuring spatial impacts and tracking cross-border risk
Bo Wang, Yang Xiao
International Review of Economics & Finance (2024) Vol. 92, pp. 50-84
Closed Access | Times Cited: 2
Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method
Bo Yu, Haiqin Ouyang, Chao Guan, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102258-102258
Closed Access | Times Cited: 2
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