Open Access Helper

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:

Benchmark interest rates when the government is risky
Patrick Augustin, Mikhail Chernov, Lukas Schmid, et al.
Journal of Financial Economics (2020) Vol. 140, Iss. 1, pp. 74-100
Open Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

Treasury inconvenience yields during the COVID-19 crisis
Zhiguo He, Stefan Nagel, Zhaogang Song
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 57-79
Open Access | Times Cited: 198
Treasury Inconvenience Yields during the COVID-19 Crisis
Zhiguo He, Stefan Nagel, Zhaogang Song
(2020)
Open Access | Times Cited: 52
The Term Structure of Covered Interest Rate Parity Violations
Patrick Augustin, Mikhail Chernov, Lukas Schmid, et al.
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2077-2114
Closed Access | Times Cited: 7
Demand-and-supply imbalance risk and long-term swap spreads
Samuel Hanson, Aytek Malkhozov, Gyuri Venter
Journal of Financial Economics (2024) Vol. 154, pp. 103814-103814
Closed Access | Times Cited: 5
Intermediary Balance Sheets and the Treasury Yield Curve
Wenxin Du, Benjamin Hébert, Wenhao Li
(2022)
Open Access | Times Cited: 24
Term premia and credit risk in emerging markets: The role of U.S. monetary policy
Pavel Solís
Journal of International Economics (2025), pp. 104045-104045
Closed Access
Yield drifts when issuance comes before macro news
Dong Lou, Gábor Pintér, Semih Üslü, et al.
Journal of Financial Economics (2025) Vol. 165, pp. 103993-103993
Closed Access
Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints
Sven Klingler, Suresh Sundaresan
Journal of Monetary Economics (2023) Vol. 135, pp. 55-69
Open Access | Times Cited: 12
Intermediary balance sheets and the treasury yield curve
Wenxin Du, Benjamin Hébert, Wenhao Li
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103722-103722
Open Access | Times Cited: 10
The pricing of U.S. Treasury floating rate notes
Jonathan Hartley, Urban J. Jermann
Journal of Financial Economics (2024) Vol. 155, pp. 103833-103833
Closed Access | Times Cited: 3
Sovereign debt and sovereign risk: a systematic review and meta-analysis
Xiaolei Sun, Yiran Shen, Guowen Li
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 3
Treasury Richness
Matthias Fleckenstein, Francis A. Longstaff
The Journal of Finance (2024) Vol. 79, Iss. 4, pp. 2797-2844
Closed Access | Times Cited: 2
Intermediary Balance Sheets and the Treasury Yield Curve
Wenxin Du, Benjamin Hébert, Wenhao Li
SSRN Electronic Journal (2022)
Open Access | Times Cited: 11
Intermediary Balance Sheets and the Treasury Yield Curve
Wenxin Du, Benjamin Hébert, Wenhao Li
SSRN Electronic Journal (2022)
Open Access | Times Cited: 10
Agency MBS as Safe Assets
Zhiguo He, Zhaogang Song
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 10
Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans
Michael Boutros, Nuno Clara, Francisco Gomes
SSRN Electronic Journal (2022)
Open Access | Times Cited: 10
Diminishing Treasury Convenience Premiums: Effects of Dealers' Excess Demand in Auctions
Sven Klingler, Suresh Sundaresan
SSRN Electronic Journal (2020)
Open Access | Times Cited: 13
The Term Structure of Cip Violations
Patrick Augustin, Mikhail Chernov, Lukas Schmid, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 13
Borrow now, pay even later: A quantitative analysis of student debt payment plans
Michael Boutros, Nuno Clara, Francisco Gomes
Journal of Financial Economics (2024) Vol. 159, pp. 103898-103898
Open Access | Times Cited: 1
Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?
Matthias Fleckenstein, Francis A. Longstaff
(2023)
Open Access | Times Cited: 4
Assessing the impact of the COVID-19 crisis on sovereign default risk
Masayasu Kanno
Research in International Business and Finance (2023) Vol. 68, pp. 102198-102198
Closed Access | Times Cited: 4
Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads
Samuel Hanson, Aytek Malkhozov, Gyuri Venter
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 7
Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil
Gabriel Caldas Montes, João Pedro Neves Maia
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101933-101933
Closed Access | Times Cited: 3
Default Risk and the Pricing of U.S. Sovereign Bonds
Robert F. Dittmar, Alex Hsu, Guillaume Roussellet, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 9
Fiscal Limits and Sovereign Credit Spreads
Kevin Pallara, Jean‐Paul Renne
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
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