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:

Network valuation in financial systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, et al.
Mathematical Finance (2020) Vol. 30, Iss. 4, pp. 1181-1204
Open Access | Times Cited: 26

Showing 1-25 of 26 citing articles:

Climate risks and financial stability
Stefano Battiston, Yannis Dafermos, Irene Monasterolo
Journal of Financial Stability (2021) Vol. 54, pp. 100867-100867
Open Access | Times Cited: 315
Climate risk and financial stability in the network of banks and investment funds
Alan Roncoroni, Stefano Battiston, Luis O. L. Escobar-Farfán, et al.
Journal of Financial Stability (2021) Vol. 54, pp. 100870-100870
Closed Access | Times Cited: 191
PageRank centrality and algorithms for weighted, directed networks
Panpan Zhang, Tiandong Wang, Jun Yan
Physica A Statistical Mechanics and its Applications (2021) Vol. 586, pp. 126438-126438
Closed Access | Times Cited: 43
Assessing the systemic risk impact of bank bail-ins
Christoph Siebenbrunner, Martin Hafner-Guth, Ralph Spitzer, et al.
Journal of Financial Stability (2024) Vol. 71, pp. 101229-101229
Closed Access | Times Cited: 7
Distress and default contagion in financial networks
Luitgard Anna Maria Veraart
Mathematical Finance (2020) Vol. 30, Iss. 3, pp. 705-737
Open Access | Times Cited: 48
Network models of financial systemic risk: a review
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
Journal of Computational Social Science (2017) Vol. 1, Iss. 1, pp. 81-114
Open Access | Times Cited: 48
Interconnected banks and systemically important exposures
Alan Roncoroni, Stefano Battiston, Marco D’Errico, et al.
Journal of Economic Dynamics and Control (2021) Vol. 133, pp. 104266-104266
Open Access | Times Cited: 35
The physics of financial networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston, et al.
Nature Reviews Physics (2021) Vol. 3, Iss. 7, pp. 490-507
Closed Access | Times Cited: 28
Climate Risk and Financial Stability in the Network of Banks and Investment Funds
Alan Roncoroni, Stefano Battiston, Luis Onésimo Leonardo Escobar Farfàn, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 18
Controlling systemic risk: Network structures that minimize it and node properties to calculate it
Sebastian M. Krause, Hrvoje Štefančić, Guido Caldarelli, et al.
Physical review. E (2021) Vol. 103, Iss. 4
Open Access | Times Cited: 11
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
Zachary Feinstein, Andreas Søjmark
SIAM Journal on Financial Mathematics (2021) Vol. 12, Iss. 4, pp. SC83-SC97
Open Access | Times Cited: 10
Systemic risk: a network approach
Jean-Baptiste Hasse
Empirical Economics (2021) Vol. 63, Iss. 1, pp. 313-344
Closed Access | Times Cited: 9
Evaluating structural edge importance in temporal networks
Isobel Seabrook, Paolo Barucca, Fabio Caccioli
EPJ Data Science (2021) Vol. 10, Iss. 1
Open Access | Times Cited: 5
Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk?
Martin Gould, Nikolaus Hautsch, Sam Howison, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 4
Dynamic Default Contagion in Heterogeneous Interbank Systems
Zachary Feinstein, Andreas Søjmark
arXiv (Cornell University) (2020)
Open Access | Times Cited: 4
Clearing Financial Networks: Impact on Equilibrium Asset Prices and Seniority of Claims
Hamed Amini, Andreea Minca
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Systemic Risk Caused by the Overlapping Portfolios of Banks Under a Bilateral Network
Qianqian Gao, Hong Fan
Frontiers in Physics (2021) Vol. 9
Open Access | Times Cited: 3
Financial Risk Information Spreading on Metapopulation Networks
Min Lin, Li Duan
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 2
S-shaped transition trajectory and dynamic development frontier of the financial systemic risk research: a multiple networks analysis
Wei Zhou, Ning Chen
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1403-1430
Open Access | Times Cited: 2
Contingent Convertible Obligations and Financial Stability
Zachary Feinstein, T. R. Hurd
arXiv (Cornell University) (2020)
Open Access | Times Cited: 1
Macro-Prudential Stress Test Models: A Survey
David Aikman
IMF Working Paper (2023) Vol. 2023, Iss. 173, pp. 1-1
Open Access
A Statistical Mechanics Approach to Systemic Risk under Bilateral Netting Agreements
Simone Giansante, Douglas Asthon, Tim Rogers
SSRN Electronic Journal (2020)
Closed Access
Evaluating structural edge importance in temporal networks
Isobel Seabrook, Paolo Barucca, Fabio Caccioli
arXiv (Cornell University) (2020)
Closed Access
Network Risk in the European Sovereign CDS Market
Zornitsa Todorova
The Review of Finance and Banking (2020) Vol. 12, Iss. 2, pp. 137-154
Open Access
Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading
Martin Gould, Nikolaus Hautsch, Sam Howison, et al.
Applied Mathematical Finance (2020) Vol. 27, Iss. 6, pp. 520-548
Open Access
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