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:

Network risk and key players: A structural analysis of interbank liquidity
Edward Denbee, Christian Julliard, Ye Li, et al.
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 831-859
Open Access | Times Cited: 50

Showing 1-25 of 50 citing articles:

The Economic Consequences of Social-Network Structure
Matthew O. Jackson, Brian W. Rogers, Yves Zénou
Journal of Economic Literature (2017) Vol. 55, Iss. 1, pp. 49-95
Open Access | Times Cited: 410
Risk Sharing and Contagion in Networks
Antonio Cabrales, Piero Gottardi, Fernando Vega‐Redondo
Review of Financial Studies (2017) Vol. 30, Iss. 9, pp. 3086-3127
Open Access | Times Cited: 169
Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
Michael Gofman
Journal of Financial Economics (2016) Vol. 124, Iss. 1, pp. 113-146
Closed Access | Times Cited: 147
Networks in Production: Asset Pricing Implications
Bernard Herskovic
The Journal of Finance (2018) Vol. 73, Iss. 4, pp. 1785-1818
Closed Access | Times Cited: 134
Multiplex interbank networks and systemic importance: An application to European data
Iñaki Aldasoro, Iván Alves
Journal of Financial Stability (2016) Vol. 35, pp. 17-37
Open Access | Times Cited: 117
High-Speed Internet, Financial Technology, and Banking
Angelo D’Andrea, Nicola Limodio
Management Science (2023) Vol. 70, Iss. 2, pp. 773-798
Closed Access | Times Cited: 39
Real-Time Identification and High-Frequency Analysis of Deposits Outflows
Edoardo Rainone
Journal of Financial Econometrics (2023) Vol. 22, Iss. 4, pp. 868-907
Closed Access | Times Cited: 30
Does digital transformation matter for operational risk exposure?
Md Hamid Uddin, Sabur Mollah, Nazrul Islam, et al.
Technological Forecasting and Social Change (2023) Vol. 197, pp. 122919-122919
Open Access | Times Cited: 22
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
Factor Network Autoregressions
Matteo Barigozzi, Giuseppe Cavaliere, Graziano Moramarco
Journal of Business and Economic Statistics (2025), pp. 1-28
Closed Access | Times Cited: 1
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: 34
Financial Contagion in Networks
Antonio Cabrales, Douglas Gale, Piero Gottardi
(2016), pp. 542-568
Open Access | Times Cited: 52
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
Bank diversity and financial contagion
Emmanuel Caiazzo, Alberto Zazzaro
Journal of Financial Stability (2025), pp. 101392-101392
Open Access
Dynamic Link and Flow Prediction in Bank Transfer Networks
Shu Takahashi, Kento Yamamoto, Shintaro Kobayashi, et al.
Studies in computational intelligence (2025), pp. 125-136
Closed Access
Network games with incomplete information
Joan de Martí, Yves Zénou
Journal of Mathematical Economics (2015) Vol. 61, pp. 221-240
Closed Access | Times Cited: 46
Intermediation in the interbank lending market
Ben R. Craig, Yiming Ma
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 179-207
Open Access | Times Cited: 27
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
The spread of COVID-19 in London: Network effects and optimal lockdowns
Christian Julliard, Ran Shi, Kathy Yuan
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 2125-2154
Open Access | Times Cited: 10
Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China
Xuewei Zhou, Zisheng Ouyang, Min Lu, et al.
Pacific-Basin Finance Journal (2024), pp. 102533-102533
Closed Access | Times Cited: 2
OTC Intermediaries
Andrea L. Eisfeldt, Bernard Herskovic, Sriram Rajan, et al.
Review of Financial Studies (2022) Vol. 36, Iss. 2, pp. 615-677
Closed Access | Times Cited: 11
GMM estimation of SAR models with endogenous regressors
Xiaodong Liu, Paulo Saraiva
Regional Science and Urban Economics (2015) Vol. 55, pp. 68-79
Closed Access | Times Cited: 19
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe
Hannes Böhm, Julia Schaumburg, Lena Tonzer
IMF Economic Review (2022) Vol. 70, Iss. 4, pp. 698-734
Closed Access | Times Cited: 8
Endogenous Social Interactions with Unobserved Networks
Marco Battaglini, Eleonora Patacchini, Edoardo Rainone
The Review of Economic Studies (2021) Vol. 89, Iss. 4, pp. 1694-1747
Closed Access | Times Cited: 11
Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
Xiaoye Jin
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Page 1 - Next Page

Scroll to top