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:

Bond Market Exposures to Macroeconomic and Monetary Policy Risks
Dongho Song
Review of Financial Studies (2017) Vol. 30, Iss. 8, pp. 2761-2817
Open Access | Times Cited: 121

Showing 1-25 of 121 citing articles:

Macroeconomic Drivers of Bond and Equity Risks
John Y. Campbell, Carolin Pflueger, Luis M. Viceira
Journal of Political Economy (2019) Vol. 128, Iss. 8, pp. 3148-3185
Open Access | Times Cited: 223
Inflation and Asset Returns
Anna Cieślak, Carolin Pflueger
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 433-448
Open Access | Times Cited: 43
Risk Premia at the ZLB: A Macroeconomic Interpretation
François Gourio, Bob Ngo
SSRN Electronic Journal (2024)
Open Access | Times Cited: 19
The term structure of equity risk premia
Ravi Bansal, Shane Miller, Dongho Song, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1209-1228
Open Access | Times Cited: 80
Time-varying inflation risk and stock returns
Martijn Boons, Fernando Duarte, Frans de Roon, et al.
Journal of Financial Economics (2019) Vol. 136, Iss. 2, pp. 444-470
Open Access | Times Cited: 78
Common shocks in stocks and bonds
Anna Cieślak, Hao Pang
Journal of Financial Economics (2021) Vol. 142, Iss. 2, pp. 880-904
Open Access | Times Cited: 69
Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion
Carolin Pflueger, Gianluca Rinaldi
Journal of Financial Economics (2022) Vol. 146, Iss. 1, pp. 71-89
Open Access | Times Cited: 68
Fed information effects: Evidence from the equity term structure
Benjamin Golez, Ben Matthies
Journal of Financial Economics (2025) Vol. 165, pp. 103988-103988
Closed Access | Times Cited: 1
A Macrofinance View of U.S. Sovereign CDS Premiums
Mikhail Chernov, Lukas Schmid, Andrés Schneider
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2809-2844
Closed Access | Times Cited: 67
Macro risks and the term structure of interest rates
Geert Bekaert, Eric Engström, Andrey Ermolov
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 479-504
Open Access | Times Cited: 45
Government debt and risk premia
Yang Liu
Journal of Monetary Economics (2023) Vol. 136, pp. 18-34
Open Access | Times Cited: 21
Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds
Carolin Pflueger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 20
Consumption Growth Persistence and the Stock–Bond Correlation
Christopher S. Jones, Sungjune Pyun
Journal of Financial and Quantitative Analysis (2024), pp. 1-29
Closed Access | Times Cited: 7
Monetary Policy Drivers of Bond and Equity Risks
John Y. Campbell, Carolin Pflueger, Luis M. Viceira
SSRN Electronic Journal (2013)
Open Access | Times Cited: 66
Perceptions About Monetary Policy
Michael D. Bauer, Carolin Pflueger, Adi Sunderam
The Quarterly Journal of Economics (2024) Vol. 139, Iss. 4, pp. 2227-2278
Open Access | Times Cited: 5
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model
Tilman Bletzinger, Wolfgang Lemke, Jean‐Paul Renne
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds
Carolin Pflueger
Journal of Financial Economics (2025) Vol. 167, pp. 104027-104027
Closed Access
Application and Innovation in Financial Market Risk Management Based on Big Data and Artificial Intelligence
Ruimei Wang
Applied Mathematics and Nonlinear Sciences (2025) Vol. 10, Iss. 1
Open Access
Monetary Policy Drivers of Bond and Equity Risks
John Y. Campbell, Carolin Pueger, Luis M. Viceira
SSRN Electronic Journal (2013)
Open Access | Times Cited: 53
Risk Premia at the ZLB: A Macroeconomic Interpretation
François Gourio, Phuong V. Ngo
(2020)
Open Access | Times Cited: 29
How Important Are Inflation Expectations for the Nominal Yield Curve?
Roberto Gómez-Cram, Amir Yaron
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 985-1045
Closed Access | Times Cited: 28
Time-varying risk of nominal bonds: How important are macroeconomic shocks?
Andrey Ermolov
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 1-28
Closed Access | Times Cited: 17
Credit risk and the transmission of interest rate shocks
Berardino Palazzo, Ram Yamarthy
Journal of Monetary Economics (2022) Vol. 130, pp. 120-136
Closed Access | Times Cited: 16
Getting to the Core: Inflation Risks within and Across Asset Classes
Xiang Fang, Yang Liu, Nikolai Roussanov
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 16
Macroeconomic Drivers of Bond and Equity Risks
John Campbell, Carolin Pflueger, Luis M. Viceira
(2014)
Open Access | Times Cited: 30
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