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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:

Time-varying general dynamic factor models and the measurement of financial connectedness
Matteo Barigozzi, Marc Hallin, Stefano Soccorsi, et al.
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 324-343
Open Access | Times Cited: 51

Showing 1-25 of 51 citing articles:

Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Zisheng Ouyang, Xuewei Zhou, Yongzeng Lai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101973-101973
Closed Access | Times Cited: 25
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 9
Estimating time-varying networks for high-dimensional time series
Jia Chen, Degui Li, Li Yu-ning, et al.
Journal of Econometrics (2025), pp. 105941-105941
Open Access | Times Cited: 1
Comparing PCA-based fault detection methods for dynamic processes with correlated and Non-Gaussian variables
Miguel Ângelo de Carvalho Michalski, Gilberto Francisco Martha de Souza
Expert Systems with Applications (2022) Vol. 207, pp. 117989-117989
Closed Access | Times Cited: 31
Dynamic Networks in Large Financial and Economic Systems
Michael Ellington, Jozef Baruník
SSRN Electronic Journal (2020)
Open Access | Times Cited: 47
Exploring currency interdependence in West Africa: a time-varying parameter vector autoregression analysis
Andrew Kwamina Bram, Charles Ofori, Tinashe Mangudhla, et al.
The Journal of Risk Finance (2025)
Closed Access
Dynamic Interconnectedness and Vulnerability in the Tourism Sector Indices: A Time-Varying Perspective on Financial Shocks and Resilience
Amro Saleem Alamaren, Eyad Abdel-Hafez
(2025)
Closed Access
Global volatility connectedness and the determinants: evidence from multilayer networks
Xuewei Zhou, Zisheng Ouyang, Min Lu
European Journal of Finance (2025), pp. 1-36
Closed Access
Principal component analysis in the wavelet domain
Yaeji Lim, Junhyeon Kwon, Heeseok Oh
Pattern Recognition (2021) Vol. 119, pp. 108096-108096
Closed Access | Times Cited: 24
European stock market volatility connectedness: The role of country and sector membership
Xenxo Vidal-Llana, Jorge M. Uribe, Montserrat Guillén
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101696-101696
Open Access | Times Cited: 13
Inferential theory for generalized dynamic factor models
Matteo Barigozzi, Marc Hallin, Matteo Luciani, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 2, pp. 105422-105422
Closed Access | Times Cited: 7
An application of Bayesian vector heterogeneous autoregressions to study network interlinkages of the crude oil and gold, stock, and cryptocurrency markets during the COVID-19 outbreak
Lê Thanh Hà
Environmental Science and Pollution Research (2023) Vol. 30, Iss. 26, pp. 68609-68624
Open Access | Times Cited: 7
Moments, shocks and spillovers in Markov-switching VAR models
Erik Kole, Dick van Dijk
Journal of Econometrics (2023) Vol. 236, Iss. 2, pp. 105474-105474
Open Access | Times Cited: 7
Dynamic Factor Models: A Genealogy
Matteo Barigozzi, Marc Hallin
Studies in systems, decision and control (2024), pp. 3-24
Closed Access | Times Cited: 2
Distinguishing Time-varying Factor Models
Zhonghao Fu, Liangjun Su, Xia Wang
Journal of Business and Economic Statistics (2024), pp. 1-12
Closed Access | Times Cited: 2
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
Haeran Cho, Hyeyoung Maeng, Idris A. Eckley, et al.
Journal of the American Statistical Association (2023) Vol. 119, Iss. 547, pp. 2038-2050
Open Access | Times Cited: 6
Fat tails, serial dependence, and implied volatility index connections
Michael Ellington
European Journal of Operational Research (2021) Vol. 299, Iss. 2, pp. 768-779
Closed Access | Times Cited: 12
Bridging Factor and Sparse Models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
SSRN Electronic Journal (2021)
Open Access | Times Cited: 12
Avoiding jumps in the rotation matrix of time-varying factor models
Ying Lun Cheung
Finance research letters (2024) Vol. 67, pp. 105869-105869
Closed Access | Times Cited: 1
Estimation and Inference on Time-Varying FAVAR Models
Zhonghao Fu, Liangjun Su, Xia Wang
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 2, pp. 533-547
Open Access | Times Cited: 3
Dynamic network connectedness of BRICS equity markets during the Covid-19 era
Onur Polat
Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2021) Vol. 14, Iss. 4, pp. 1486-1498
Open Access | Times Cited: 6
Dynamic Volatility Connectedness among Cryptocurrencies: Evidence from Time-Frequency Connectedness Networks
Onur Polat
Anadolu Üniversitesi Sosyal Bilimler Dergisi (2023) Vol. 23, Iss. 1, pp. 29-50
Open Access | Times Cited: 2
Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings
Eric Hillebrand, Jakob Guldbæk Mikkelsen, Lars Spreng, et al.
Journal of Applied Econometrics (2023) Vol. 38, Iss. 6, pp. 857-877
Open Access | Times Cited: 2
Time‐varying connectedness of metropolitan housing markets
James E. Payne, Xiaojin Sun
Real Estate Economics (2022) Vol. 51, Iss. 2, pp. 470-502
Closed Access | Times Cited: 4
Effects of Covid-19 on the BIST 100 network structure
Deniz Şükrüoğlu
Applied Economics (2022) Vol. 54, Iss. 52, pp. 5991-6007
Closed Access | Times Cited: 3
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