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:

Liquidity Flows in Interbank Networks*
Fabio Castiglionesi, Mario Eboli
Review of Finance (2018) Vol. 22, Iss. 4, pp. 1291-1334
Closed Access | Times Cited: 41

Showing 1-25 of 41 citing articles:

Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions
Xiangrui Chao, Qin Ran, Jia Chen, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102023-102023
Closed Access | Times Cited: 30
Internal or external control? How to respond to credit risk contagion in complex enterprises network
Qian Qian, Xiangrui Chao, Hairong Feng
International Review of Financial Analysis (2023) Vol. 87, pp. 102604-102604
Closed Access | Times Cited: 17
Bank diversity and financial contagion
Emmanuel Caiazzo, Alberto Zazzaro
Journal of Financial Stability (2025), pp. 101392-101392
Open Access
SwinMixer Detector: A Two-Level Traffic Flow Detection System Based on Swin Transformer and MLP-Mixer
Lu Lu, Manquan Fang, Li Xia, et al.
Lecture notes in computer science (2025), pp. 219-228
Closed Access
A flow network analysis of direct balance-sheet contagion in financial networks
Mario Eboli
Journal of Economic Dynamics and Control (2019) Vol. 103, pp. 205-233
Open Access | Times Cited: 38
NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2022) Vol. 28, Iss. 2, pp. 531-558
Open Access | Times Cited: 16
Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks
Ying Tang, Zhiyong Li, Jing Chen, et al.
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101523-101523
Closed Access | Times Cited: 21
Higher-order assortativity for directed weighted networks and Markov chains
Alberto Arcagni, Roy Cerqueti, Rosanna Grassi
European Journal of Operational Research (2024) Vol. 316, Iss. 1, pp. 215-227
Open Access | Times Cited: 2
The Life Cycle of Systemic Risk and Crises
Allen N. Berger, John Sedunov
Journal of money credit and banking (2024)
Closed Access | Times Cited: 2
Interbank deposits and bank systemic risk
Yulin Liu, Muhammad Sadiq, Fenghua Wen, et al.
International Review of Financial Analysis (2024), pp. 103718-103718
Closed Access | Times Cited: 2
Financial Network and Systemic Risk—A Dynamic Model
Chen Hong, Wang Tan, David D. Yao
Production and Operations Management (2021) Vol. 30, Iss. 8, pp. 2441-2466
Closed Access | Times Cited: 17
The impacts of interest rates on banks’ loan portfolio risk-taking
Luiz F.S. Adão, Douglas Silveira, Régis Augusto Ely, et al.
Journal of Economic Dynamics and Control (2022) Vol. 144, pp. 104521-104521
Closed Access | Times Cited: 10
(In)Efficient Interbank Networks
Fabio Castiglionesi, Noemí Navarro
Journal of money credit and banking (2019) Vol. 52, Iss. 2-3, pp. 365-407
Open Access | Times Cited: 17
Interconnectedness and systemic risk: A comparative study based on systemically important regions
Lei Fang, Jiang Cheng, Fang Su
Pacific-Basin Finance Journal (2019) Vol. 54, pp. 147-158
Open Access | Times Cited: 15
Financial contagion in a core-periphery interbank network
Peng Sui, Sailesh Tanna, Dandan Zhou
European Journal of Finance (2019) Vol. 26, Iss. 7-8, pp. 691-710
Open Access | Times Cited: 15
Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach
Benjamin Miranda Tabak, Thiago Christiano Silva, Marcelo Estrela Fiche, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 562, pp. 125363-125363
Closed Access | Times Cited: 13
Networks, interconnectedness, and interbank information asymmetry
Celso Brunetti, Jeffrey H. Harris, Shawn Mankad
Journal of Financial Stability (2023) Vol. 67, pp. 101163-101163
Open Access | Times Cited: 3
Complexity, interconnectedness and stability: New perspectives applied to the European banking system
Miia Chabot, Jean‐Louis Bertrand
Journal of Business Research (2019) Vol. 129, pp. 784-800
Closed Access | Times Cited: 9
Liquidity and Counterparty Risks Tradeoff in Money Market Networks
Carlos León, Miguel Sarmiento
SSRN Electronic Journal (2016)
Open Access | Times Cited: 8
A Continuous-Time Model of Financial Clearing
Isaac M. Sonin, Konstantin Sonin
SSRN Electronic Journal (2020)
Open Access | Times Cited: 7
A bank liquidity multilayer network based on media emotion
Lei Wang, Shouwei Li, Wenyi Wang, et al.
The European Physical Journal B (2021) Vol. 94, Iss. 2
Closed Access | Times Cited: 6
Which Component of Deposit Drives Systemic Risk Volatility
Yunying Huang, Kenichiro Soyano
Economic Analysis Letters (2022)
Open Access | Times Cited: 3
Indices de stabilité financière et dynamique des réseaux financiers en Europe
Miia Chabot
Revue économique (2021) Vol. Vol. 72, Iss. 4, pp. 591-631
Closed Access | Times Cited: 4
Bank Diversity and Financial Contagion
Emmanuel Caiazzo, Alberto Zazzaro
(2024)
Closed Access
Payment System and Bank Systemic Risk
Giovanni Cardillo, Nico Lauridsen, Giuseppe Torluccio
(2024)
Closed Access
Page 1 - Next Page

Scroll to top