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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:

Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns
Irina Zviadadze
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1529-1566
Closed Access | Times Cited: 47

Showing 1-25 of 47 citing articles:

Dynamic Valuation Decomposition Within Stochastic Economies
Lars Peter Hansen
Econometrica (2012) Vol. 80, Iss. 3, pp. 911-967
Closed Access | Times Cited: 144
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
Term structures of asset prices and returns
David Backus, Nina Boyarchenko, Mikhail Chernov
Journal of Financial Economics (2018) Vol. 129, Iss. 1, pp. 1-23
Open Access | Times Cited: 76
Economic momentum and currency returns
Magnus Dahlquist, Henrik Hasseltoft
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 152-167
Closed Access | Times Cited: 59
Pricing Currency Risks
Mikhail Chernov, Magnus Dahlquist, Lars A. Lochstoer
The Journal of Finance (2022) Vol. 78, Iss. 2, pp. 693-730
Open Access | Times Cited: 37
Currency Risk Premiums Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 356-408
Open Access | Times Cited: 21
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
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off
Mikhail Chernov, Lars A. Lochstoer, Stig R.H. Lundeby
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1310-1347
Open Access | Times Cited: 32
An Anatomy of Currency Strategies: the Role of Emerging Markets
Mikhail Chernov, Magnus Dahlquist, Lars A. Lochstoer
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 3
Implications of Incomplete Markets for International Economies
Gurdip Bakshi, Mario Cerrato, John Crosby
Review of Financial Studies (2017) Vol. 31, Iss. 10, pp. 4017-4062
Open Access | Times Cited: 29
Term Structures of Asset Prices and Returns
David Backus, Nina Boyarchenko, Mikhail Chernov
(2016)
Open Access | Times Cited: 23
Asset holders’ consumption risk and tests of conditional CCAPM
Redouane Elkamhi, Chanik Jo
Journal of Financial Economics (2023) Vol. 148, Iss. 3, pp. 220-244
Closed Access | Times Cited: 7
Concealed carry
Spencer Andrews, Riccardo Colacito, Mariano Massimiliano Croce, et al.
Journal of Financial Economics (2024) Vol. 159, pp. 103874-103874
Open Access | Times Cited: 2
The cross-section of currency volatility premia
Pasquale Della Corte, Roman Kozhan, Anthony Neuberger
Journal of Financial Economics (2020) Vol. 139, Iss. 3, pp. 950-970
Open Access | Times Cited: 19
International R&D spillovers and asset prices
Federico Gavazzoni, Ana María Santacreu
Journal of Financial Economics (2019) Vol. 136, Iss. 2, pp. 330-354
Closed Access | Times Cited: 17
International R&D Spillovers and Asset Prices
Ana María Santacreu, Federico Gavazzoni
(2015)
Open Access | Times Cited: 17
Are carry, momentum and value still there in currencies?
Mark C. Hutchinson, P. E. Kyziropoulos, John J. O’Brien, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102245-102245
Open Access | Times Cited: 9
Bayesian estimation of long-run risk models using sequential Monte Carlo
András Fülöp, Jeremy Heng, Junye Li, et al.
Journal of Econometrics (2021) Vol. 228, Iss. 1, pp. 62-84
Open Access | Times Cited: 11
Term Structure of Risk in Expected Returns
Irina Zviadadze
Review of Financial Studies (2021) Vol. 34, Iss. 12, pp. 6032-6086
Closed Access | Times Cited: 11
Volatility Risk Pass-Through
Riccardo Colacito, Mariano Massimiliano Croce, Yang Liu, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2345-2385
Closed Access | Times Cited: 10
Volatility Risk Pass-through
Riccardo Colacito, Mariano Massimiliano Croce, Yang Liu, et al.
(2018)
Open Access | Times Cited: 11
Term Structure of Uncertainty in the Macroeconomy
Jiří Borovička, Lars Peter Hansen
Handbook of macroeconomics (2016), pp. 1641-1696
Open Access | Times Cited: 9
The Term Structure of Covered Interest Rate Parity Violations
Patrick Augustin, Mikhail Chernov, Lukas Schmid, et al.
(2020)
Open Access | Times Cited: 8
Pricing Currency Risks
Mikhail Chernov, Magnus Dahlquist, Lars A. Lochstoer
(2020)
Open Access | Times Cited: 7
Volatility Risk Pass-Through
Ric Colacito, Mariano Massimiliano Croce, Yang Liu, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 7
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