
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:
The term structure of CDS spreads and sovereign credit risk
Patrick Augustin
Journal of Monetary Economics (2018) Vol. 96, pp. 53-76
Closed Access | Times Cited: 89
Patrick Augustin
Journal of Monetary Economics (2018) Vol. 96, pp. 53-76
Closed Access | Times Cited: 89
Showing 1-25 of 89 citing articles:
In sickness and in debt: The COVID-19 impact on sovereign credit risk
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 3, pp. 1251-1274
Open Access | Times Cited: 125
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 3, pp. 1251-1274
Open Access | Times Cited: 125
Real Economic Shocks and Sovereign Credit Risk
Patrick Augustin, Roméo Tédongap
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 2, pp. 541-587
Closed Access | Times Cited: 109
Patrick Augustin, Roméo Tédongap
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 2, pp. 541-587
Closed Access | Times Cited: 109
Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
Adam Zaremba, Renatas Kizys, David Y. Aharon, et al.
Finance research letters (2021) Vol. 44, pp. 102042-102042
Open Access | Times Cited: 75
Adam Zaremba, Renatas Kizys, David Y. Aharon, et al.
Finance research letters (2021) Vol. 44, pp. 102042-102042
Open Access | Times Cited: 75
Exchange Rates and Sovereign Risk
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 62
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 62
Does Austerity Pay Off?
Benjamin Born, Gernot J. Müller, Johannes Pfeifer
The Review of Economics and Statistics (2019) Vol. 102, Iss. 2, pp. 323-338
Open Access | Times Cited: 64
Benjamin Born, Gernot J. Müller, Johannes Pfeifer
The Review of Economics and Statistics (2019) Vol. 102, Iss. 2, pp. 323-338
Open Access | Times Cited: 64
The COVID-19 Pandemic and Sovereign Bond Risk
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101527-101527
Open Access | Times Cited: 42
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101527-101527
Open Access | Times Cited: 42
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer
Nadia Benbouzid, Abhishek Kumar, Sushanta Mallick, et al.
Journal of Financial Stability (2022) Vol. 63, pp. 101084-101084
Open Access | Times Cited: 35
Nadia Benbouzid, Abhishek Kumar, Sushanta Mallick, et al.
Journal of Financial Stability (2022) Vol. 63, pp. 101084-101084
Open Access | Times Cited: 35
Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*
Hitesh Doshi, Kris Jacobs, Virgilio Zurita
The Review of Asset Pricing Studies (2017) Vol. 7, Iss. 1, pp. 43-80
Closed Access | Times Cited: 60
Hitesh Doshi, Kris Jacobs, Virgilio Zurita
The Review of Asset Pricing Studies (2017) Vol. 7, Iss. 1, pp. 43-80
Closed Access | Times Cited: 60
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
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
The Value of Fiscal Capacity in the Face of a Rare Disaster
Thorsten Martin, Florian Nagler
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 43
Thorsten Martin, Florian Nagler
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 43
Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?
Yi‐Shuai Ren, Tony Klein, Yong Jiang
International Review of Financial Analysis (2025), pp. 104014-104014
Closed Access
Yi‐Shuai Ren, Tony Klein, Yong Jiang
International Review of Financial Analysis (2025), pp. 104014-104014
Closed Access
The impact of the COVID-19 pandemic on sovereign debt default risk
Yanhong Guo, Ziyi Zhang, Hui Meng
Journal of Asian Economics (2025), pp. 101932-101932
Closed Access
Yanhong Guo, Ziyi Zhang, Hui Meng
Journal of Asian Economics (2025), pp. 101932-101932
Closed Access
The Credit-Risk Relevance of Loan Impairments Under IFRS 9 for CDS Pricing: Early Evidence
Romain Oberson
European Accounting Review (2021) Vol. 30, Iss. 5, pp. 959-987
Closed Access | Times Cited: 31
Romain Oberson
European Accounting Review (2021) Vol. 30, Iss. 5, pp. 959-987
Closed Access | Times Cited: 31
The COVID-19 pandemic, consumption and sovereign credit risk: Cross-country evidence
Xiangchao Hao, Qinru Sun, Xie Fang
Economic Modelling (2022) Vol. 109, pp. 105794-105794
Open Access | Times Cited: 21
Xiangchao Hao, Qinru Sun, Xie Fang
Economic Modelling (2022) Vol. 109, pp. 105794-105794
Open Access | Times Cited: 21
A credit-based theory of the currency risk premium
Pasquale Della Corte, Alexandre Jeanneret, Ella D.S. Patelli
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 473-496
Open Access | Times Cited: 11
Pasquale Della Corte, Alexandre Jeanneret, Ella D.S. Patelli
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 473-496
Open Access | Times Cited: 11
The effect of economic and political uncertainty on sovereign CDS spreads
Wei‐Fong Pan, Xinjie Wang, Yaqing Xiao, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 143-155
Closed Access | Times Cited: 11
Wei‐Fong Pan, Xinjie Wang, Yaqing Xiao, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 143-155
Closed Access | Times Cited: 11
Sovereign debt cost and economic complexity
José Eduardo Gómez-González, Jorge M. Uribe, Oscar Valencia
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102121-102121
Closed Access
José Eduardo Gómez-González, Jorge M. Uribe, Oscar Valencia
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102121-102121
Closed Access
A spatial analysis of contagion in sovereign credit default swaps
Pelin Akçagün-Narin, Süleyman Taşpınar, Osman Doğan
Journal of Financial Econometrics (2025) Vol. 23, Iss. 3
Closed Access
Pelin Akçagün-Narin, Süleyman Taşpınar, Osman Doğan
Journal of Financial Econometrics (2025) Vol. 23, Iss. 3
Closed Access
Sovereign credit spreads under good/bad governance
Alexandre Jeanneret
Journal of Banking & Finance (2018) Vol. 93, pp. 230-246
Closed Access | Times Cited: 36
Alexandre Jeanneret
Journal of Banking & Finance (2018) Vol. 93, pp. 230-246
Closed Access | Times Cited: 36
What is mine is yours: Sovereign risk transmission during the European debt crisis
Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, Yongcheol Shin
Journal of Financial Stability (2023) Vol. 65, pp. 101103-101103
Open Access | Times Cited: 10
Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, Yongcheol Shin
Journal of Financial Stability (2023) Vol. 65, pp. 101103-101103
Open Access | Times Cited: 10
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model
Giacomo Ascione, Michele Bufalo, Giuseppe Orlando
Journal of Computational and Applied Mathematics (2024) Vol. 451, pp. 115993-115993
Closed Access | Times Cited: 3
Giacomo Ascione, Michele Bufalo, Giuseppe Orlando
Journal of Computational and Applied Mathematics (2024) Vol. 451, pp. 115993-115993
Closed Access | Times Cited: 3
Impact of economic policy uncertainty on the firm's working capital requirements
Chong-Chuo Chang, Hsien‐Yi Chen, Khin Thiri Mon
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102432-102432
Closed Access | Times Cited: 3
Chong-Chuo Chang, Hsien‐Yi Chen, Khin Thiri Mon
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102432-102432
Closed Access | Times Cited: 3
Do markets value ESG risks in sovereign credit curves?
Benjamin Hübel
The Quarterly Review of Economics and Finance (2020) Vol. 85, pp. 134-148
Open Access | Times Cited: 27
Benjamin Hübel
The Quarterly Review of Economics and Finance (2020) Vol. 85, pp. 134-148
Open Access | Times Cited: 27
Sovereign Risk and Currency Returns
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
On the term structure of liquidity in the European sovereign bond market
Conall O’Sullivan, Vassilios G. Papavassiliou
Journal of Banking & Finance (2020) Vol. 114, pp. 105777-105777
Open Access | Times Cited: 22
Conall O’Sullivan, Vassilios G. Papavassiliou
Journal of Banking & Finance (2020) Vol. 114, pp. 105777-105777
Open Access | Times Cited: 22