Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Interconnectedness in the interbank market
Celso Brunetti, Jeffrey H. Harris, Shawn Mankad, et al.
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 520-538
Open Access | Times Cited: 129

Showing 1-25 of 129 citing articles:

Bank systemic risk around COVID-19: A cross-country analysis
Yuejiao Duan, Sadok El Ghoul, Omrane Guedhami, et al.
Journal of Banking & Finance (2021) Vol. 133, pp. 106299-106299
Open Access | Times Cited: 174
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Zhifeng Dai, Haoyang Zhu, Xinhua Zhang
Energy Economics (2022) Vol. 109, pp. 105959-105959
Closed Access | Times Cited: 134
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai, Haoyang Zhu
Energy Economics (2022) Vol. 108, pp. 105883-105883
Closed Access | Times Cited: 98
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 69
Dynamic Interpretation of Emerging Risks in the Financial Sector
Kathleen Hanley, Gerard Hoberg
Review of Financial Studies (2019) Vol. 32, Iss. 12, pp. 4543-4603
Closed Access | Times Cited: 121
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: 102
Climate risk and financial systems: A nonlinear network connectedness analysis
Xiaodan Mao, Ping Wei, Xiaohang Ren
Journal of Environmental Management (2023) Vol. 340, pp. 117878-117878
Closed Access | Times Cited: 29
Institutional investor information network, analyst forecasting and stock price crash risk
Xiao-Li Gong, Jia Liu
Research in International Business and Finance (2023) Vol. 65, pp. 101942-101942
Closed Access | Times Cited: 28
Risk spillovers across geopolitical risk and global financial markets
Jinlin Zheng, Baoyu Wen, Yaohui Jiang, et al.
Energy Economics (2023) Vol. 127, pp. 107051-107051
Closed Access | Times Cited: 26
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
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: 58
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
Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 33
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis
Yan Zhang, Yushi Xu, Xintong Zhu, et al.
Journal of commodity markets (2024) Vol. 34, pp. 100392-100392
Closed Access | Times Cited: 6
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: 23
Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality
Ping Zhang, Shiqi Yin, Yezhou Sha
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101783-101783
Closed Access | Times Cited: 15
Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
Zhongzhe Ouyang, Xuewei Zhou, Zisheng Ouyang
Communication in Statistics- Theory and Methods (2025), pp. 1-29
Closed Access
Imported risk in global financial markets: Evidence from cross-market connectedness
Zisheng Ouyang, Zhen Chen, Xuewei Zhou, et al.
The North American Journal of Economics and Finance (2025), pp. 102374-102374
Closed Access
Bank diversity and financial contagion
Emmanuel Caiazzo, Alberto Zazzaro
Journal of Financial Stability (2025), pp. 101392-101392
Open Access
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
Financial connectivity in cross-border lending and crises: Role of financial and legislative integration
Müge Demir, Zeynep Önder
Journal of International Financial Markets Institutions and Money (2025) Vol. 101, pp. 102137-102137
Closed Access
Risk contagion network and characteristic measurement among international financial markets
Binxia Chen, Yuanying Jiang, Donghai Zhou
Pacific-Basin Finance Journal (2025), pp. 102766-102766
Closed Access
Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101584-101584
Closed Access | Times Cited: 35
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions
Gang‐Jin Wang, Hui-Bin Si, Yangyang Chen, et al.
Finance research letters (2020) Vol. 39, pp. 101662-101662
Closed Access | Times Cited: 33
From me to you: Measuring connectedness between Eurozone financial institutions
Matteo Foglia, Eliana Angelini
Research in International Business and Finance (2020) Vol. 54, pp. 101238-101238
Closed Access | Times Cited: 32
Page 1 - Next Page

Scroll to top