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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:

LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
Rubén Albeiro Loaiza Maya, José Eduardo Gómez-González, Luis Fernando Melo‐Velandia
Contemporary Economic Policy (2014) Vol. 33, Iss. 3, pp. 535-549
Open Access | Times Cited: 36

Showing 1-25 of 36 citing articles:

Pair-Copula Constructions for Financial Applications: A Review
Kjersti Aas
Econometrics (2016) Vol. 4, Iss. 4, pp. 43-43
Open Access | Times Cited: 72
U.S. stock markets and the role of real interest rates
Wanling Huang, André Varella Mollick, Khoa Nguyen
The Quarterly Review of Economics and Finance (2015) Vol. 59, pp. 231-242
Closed Access | Times Cited: 56
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
Matthias Killiches, Daniel Kraus, Claudia Czado
Australian & New Zealand Journal of Statistics (2017) Vol. 59, Iss. 1, pp. 95-117
Open Access | Times Cited: 42
Exchange rate contagion in Latin America
Rubén Loaiza‐Maya, José Eduardo Gómez-González, Luis Fernando Melo‐Velandia
Research in International Business and Finance (2015) Vol. 34, pp. 355-367
Closed Access | Times Cited: 33
Following the leaders? A study of co-movement and volatility spillover in BRICS currencies
Suman Das, Saikat Sinha Roy
Economic Systems (2022) Vol. 47, Iss. 2, pp. 100980-100980
Closed Access | Times Cited: 14
Detection of sand dunes on Mars using a regular vine-based classification approach
Diana Carrera, L. Bandeira, Roberto Santana, et al.
Knowledge-Based Systems (2018) Vol. 163, pp. 858-874
Open Access | Times Cited: 26
Detecting exchange rate contagion using copula functions
Juan Sebastian Cubillos-Rocha, José Eduardo Gómez-González, Luis Fernando Melo‐Velandia
The North American Journal of Economics and Finance (2018) Vol. 47, pp. 13-22
Open Access | Times Cited: 25
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Wei Peng, Shichao Hu, Wang Chen, et al.
International Review of Economics & Finance (2018) Vol. 59, pp. 137-149
Closed Access | Times Cited: 24
Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
José Eduardo Gómez-González, Wilmer Rojas-Espinosa
Economic Systems (2019) Vol. 43, Iss. 3-4, pp. 100717-100717
Closed Access | Times Cited: 22
IDENTIFYING THE EFFECTS OF SIMULTANEOUS MONETARY POLICY SHOCKS
Mauricio Villamizar‐Villegas
Contemporary Economic Policy (2015) Vol. 34, Iss. 2, pp. 268-296
Open Access | Times Cited: 21
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
Semih Emre Çekin, Ashis Kumar Pradhan, Aviral Kumar Tiwari, et al.
The Quarterly Review of Economics and Finance (2019) Vol. 76, pp. 207-217
Open Access | Times Cited: 19
Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach
Yuting Gong, Chao Ma, Qiang Chen
Journal of International Money and Finance (2022) Vol. 123, pp. 102597-102597
Closed Access | Times Cited: 10
Model distances for vine copulas in high dimensions
Matthias Killiches, Daniel Kraus, Claudia Czado
Statistics and Computing (2017) Vol. 28, Iss. 2, pp. 323-341
Closed Access | Times Cited: 9
Application of a Vine Copula for Multi-Line Insurance Reserving
Himchan Jeong, Dipak Dey
Risks (2020) Vol. 8, Iss. 4, pp. 111-111
Open Access | Times Cited: 8
Modelling European sovereign default probabilities with copulas
Beata Szetela, Grzegorz Mentel, Jacek Brożyna
Economic Research-Ekonomska Istraživanja (2019) Vol. 32, Iss. 1, pp. 1716-1726
Open Access | Times Cited: 7
Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana
Prince Mensah Osei, Anokye M. Adam
Risks (2020) Vol. 8, Iss. 2, pp. 55-55
Open Access | Times Cited: 7
Common Movement of the Emerging Market Currencies
Meltem Chadwick, Fatih Fazilet, Necati Tekatlı
RePEc: Research Papers in Economics (2012)
Closed Access | Times Cited: 6
Growing simplified vine copula trees: improving Di{\ss}mann's algorithm
Daniel Kraus, Claudia Czado
arXiv (Cornell University) (2017)
Closed Access | Times Cited: 5
Medición y análisis de los spillovers entre el S&P500 y los mercados del MILA antes y durante la expansión inicial de la pandemia por COVID-19
César Gurrola Ríos, Domingo Rodríguez Benavides, Francisco López Herrera
Estudios Gerenciales (2021), pp. 178-187
Open Access | Times Cited: 5
Using Permutations for Hierarchical Clustering of Time Series
José S. Cánovas, Antonio Guillamón, María Carmen Ruiz-Abellón
Entropy (2019) Vol. 21, Iss. 3, pp. 306-306
Open Access | Times Cited: 4
Financial Contagion in Latin America
Luis V. Bejarano-Bejarano, José Eduardo Gómez-González, Luis Fernando Melo‐Velandia, et al.
(2015)
Open Access | Times Cited: 3
Model distances for vine copulas in high dimensions
Matthias Killiches, Daniel Kraus, Claudia Czado
arXiv (Cornell University) (2015)
Closed Access | Times Cited: 3
The Tail Dependence and Lead-Lag Relationship in Financial Markets
Muhammad Mar’I, Mehdi Seraj
Asia-Pacific Financial Markets (2024)
Open Access
Identifying the effects of simultaneous monetary policy shocks : fear of floating under inflation targeting
Mauricio Villamizar‐Villegas
(2014)
Open Access | Times Cited: 2
A comprehensive review on the development of copulas in financial field
Isaudin Ismail, Fatin Noor Najihah Abd Mutalip, J. Kavikumar
Journal of Intelligent & Fuzzy Systems (2023) Vol. 45, Iss. 4, pp. 6047-6062
Closed Access | Times Cited: 1
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