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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:

Information in the Term Structure of Yield Curve Volatility
Anna Cieślak, Pavol Povala
The Journal of Finance (2016) Vol. 71, Iss. 3, pp. 1393-1436
Open Access | Times Cited: 95

Showing 1-25 of 95 citing articles:

Non-monetary news in central bank communication
Anna Cieślak, Andreas Schrimpf
Journal of International Economics (2019) Vol. 118, pp. 293-315
Open Access | Times Cited: 283
MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS
Drew Creal, Jing Cynthia Wu
International Economic Review (2017) Vol. 58, Iss. 4, pp. 1317-1354
Open Access | Times Cited: 153
Linear‐Rational Term Structure Models
Damir Filipović, Martin Larsson, Anders B. Trolle
The Journal of Finance (2016) Vol. 72, Iss. 2, pp. 655-704
Closed Access | Times Cited: 116
Bond Variance Risk Premiums*
Hoyong Choi, Philippe Mueller, Andrea Vedolin
Review of Finance (2016) Vol. 21, Iss. 3, pp. 987-1022
Open Access | Times Cited: 100
Negative interest rate policy and the yield curve
Jing Cynthia Wu, Fan Dora Xia
Journal of Applied Econometrics (2020) Vol. 35, Iss. 6, pp. 653-672
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
Staying at zero with affine processes: An application to term structure modelling
Alain Monfort, Fulvio Pegoraro, Jean‐Paul Renne, et al.
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 348-366
Open Access | Times Cited: 56
Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models
Marcello Pericoli, Marco Taboga
Journal of Financial Econometrics (2020) Vol. 20, Iss. 5, pp. 807-838
Closed Access | Times Cited: 40
Treasury option returns and models with unspanned risks
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103736-103736
Closed Access | Times Cited: 11
Risk Premia and Volatilities in a Nonlinear Term Structure Model
Peter Feldhütter, Christian Heyerdahl-Larsen, Philipp K. Illeditsch
Review of Finance (2016), pp. rfw052-rfw052
Open Access | Times Cited: 35
An explicitly solvable Heston model with stochastic interest rate
Maria Cristina Recchioni, Youfa Sun
European Journal of Operational Research (2015) Vol. 249, Iss. 1, pp. 359-377
Closed Access | Times Cited: 34
Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors
Amar Rao, Satish Kumar, Prashant Gupta, et al.
Energy Economics (2024) Vol. 133, pp. 107482-107482
Closed Access | Times Cited: 3
Bond Variance Risk Premia
Hoyong Choi, Philippe Mueller, Andrea Vedolin
SSRN Electronic Journal (2011)
Open Access | Times Cited: 34
Under- and Over-Reaction in Yield Curve Expectations
Chen Wang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 28
Dissecting the yield curve: The international evidence
Andrea Berardi, Alberto Plazzi
Journal of Banking & Finance (2021) Vol. 134, pp. 106286-106286
Open Access | Times Cited: 16
Interest rate volatility and risk management: Evidence from CBOE Treasury options
Raphael N. Markellos, Dimitris Psychoyios
The Quarterly Review of Economics and Finance (2017) Vol. 68, pp. 190-202
Open Access | Times Cited: 21
Optimal portfolios when variances and covariances can jump
Nicole Branger, Matthias Mück, Frank Thomas Seifried, et al.
Journal of Economic Dynamics and Control (2017) Vol. 85, pp. 59-89
Closed Access | Times Cited: 17
Tractable Term Structure Models
Bruno Feunou, Jean‐Sébastien Fontaine, Anh Le, et al.
Management Science (2022) Vol. 68, Iss. 11, pp. 8411-8429
Closed Access | Times Cited: 9
The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?
Xin Gao, Bingxin Li, Rui Liu
Journal of commodity markets (2022) Vol. 30, pp. 100274-100274
Closed Access | Times Cited: 9
Staying at Zero with Affine Processes: An Application to Term Structure Modelling
Alain Monfort, Fulvio Pegoraro, Jean‐Paul Renne, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 14
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
Maria Cristina Recchioni, Yu Sun, Gabriele Tedeschi
Quantitative Finance (2017) Vol. 17, Iss. 8, pp. 1257-1275
Open Access | Times Cited: 14
Risk and Return Trade-Off in the U.S. Treasury Market
Éric Ghysels, Anh Le, Sunjin Park, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 13
Risk transference between climate variability and financial derivatives: Implications for global food security
Hamid Yahyaei, Vassili Kitsios, Lurion De Mello
Journal of Climate Finance (2024) Vol. 7, pp. 100038-100038
Open Access | Times Cited: 1
What Drives Commodity Price Variation?
Meng Han, Lammertjan Dam, Walter Pohl
Review of Finance (2024)
Open Access | Times Cited: 1
Staying at Zero with Affine Processes: A New Dynamic Term Structure Model
Alain Monfort, Fulvio Pegoraro, Jean‐Paul Renne, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 11
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