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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:

Exchange Rates and Sovereign Risk
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

Liquidity and Exchange Rates: An Empirical Investigation
Charles Engel, Steve Pak Yeung Wu
The Review of Economic Studies (2022) Vol. 90, Iss. 5, pp. 2395-2438
Open Access | Times Cited: 55
Event-Driven Changes in Volatility Connectedness in Global Forex Markets
Peter Albrecht, Evžen Kočenda
Journal of Multinational Financial Management (2025), pp. 100896-100896
Closed Access | Times Cited: 1
Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments
Chang Liu, Xiaolei Sun, Jianping Li
Global Finance Journal (2022) Vol. 56, pp. 100775-100775
Closed Access | Times Cited: 21
A credit-based theory of the currency risk premium
Pasquale Della Corte, Alexandre Jeanneret, Ella D.S. Patelli
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 473-496
Open Access | Times Cited: 11
A Spatial Analysis of the Spillover Effects of Geopolitical and Climate Transition Risks on Sovereign Risk
Hong Kong Institute for Monetary and Financial Research
SSRN Electronic Journal (2025)
Closed Access
Conditional currency momentum portfolios
Yasuhiro Iwanaga, Ryuta Sakemoto
International Review of Financial Analysis (2025) Vol. 99, pp. 103964-103964
Closed Access
Monetary Policy Predicts Currency Movements
Söhnke M. Bartram, Mark Grinblatt, Yan Xu
SSRN Electronic Journal (2025)
Closed Access
Event-Driven Changes in Volatility Connectedness in Global Forex Markets
Peter Albrecht, Evžen Kočenda
(2025)
Closed Access
Investment Funds and Euro Disaster Risk
Pablo Anaya Longaric, Katharina Cera, Georgios Georgiadis, et al.
SSRN Electronic Journal (2025)
Closed Access
Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone
Yong Jiang, Tony Klein, Yi‐Shuai Ren, et al.
International Review of Financial Analysis (2025), pp. 104190-104190
Closed Access
Döviz kurları ile CDS primleri arasındaki volatilite yayılımları: Kırılgan beşli ülkelerinden kanıtlar
İsmail Doğan, Yüksel İltaş
Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2025), Iss. 70, pp. 125-132
Open Access
Dynamic linkages and determinants of sovereign CDS and exchange rates: evidence from G7 and BRICS
Min Su, Yixuan Ren, Yifang Niu, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
Exchange Rates, Foreign Currency Exposure and Sovereign Risk
Kerstin Bernoth, Helmut Herwartz
SSRN Electronic Journal (2019)
Open Access | Times Cited: 27
The real effects of exchange rate risk on corporate investment: International evidence
Mark P. Taylor, Zigan Wang, Qi Xu
Journal of International Money and Finance (2021) Vol. 117, pp. 102432-102432
Closed Access | Times Cited: 22
GMM weighting matrices in cross-sectional asset pricing tests
Nora Laurinaityte, Christoph Meinerding, Christian Schlag, et al.
Journal of Banking & Finance (2024) Vol. 162, pp. 107123-107123
Open Access | Times Cited: 3
Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?
M. Kabir Hassan, Selim Kayhan, Tayfur Bayat
Borsa Istanbul Review (2016) Vol. 17, Iss. 1, pp. 1-9
Open Access | Times Cited: 24
Breakup and default risks in the great lockdown
Giovanni Bonaccolto, Nicola Borri, Andrea Consiglio
Journal of Banking & Finance (2021) Vol. 147, pp. 106308-106308
Closed Access | Times Cited: 18
Sovereign default network and currency risk premia
Lu Yang, Lei Yang, Xue Cui
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 8
Mispricing and Risk Premia in Currency Markets
Söhnke M. Bartram, Leslie Djuranovik, Anthony Garratt, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-39
Open Access | Times Cited: 6
Balance Sheets, Exchange Rates, and International Monetary Spillovers
Özge Akıncı, Albert Queraltó
SSRN Electronic Journal (2018)
Open Access | Times Cited: 17
Towards an early warning system for sovereign defaults leveraging on machine learning methodologies
Αναστάσιος Πετρόπουλος, Vasileios Siakoulis, Evangelos Stavroulakis
Intelligent Systems in Accounting Finance & Management (2022) Vol. 29, Iss. 2, pp. 118-129
Closed Access | Times Cited: 9
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds
Mikhail Chernov, Drew Creal, Peter Hördahl
Journal of International Economics (2022) Vol. 140, pp. 103692-103692
Open Access | Times Cited: 8
Dynamic allocations for currency investment strategies
Kei Nakagawa, Ryuta Sakemoto
European Journal of Finance (2022) Vol. 29, Iss. 10, pp. 1207-1228
Closed Access | Times Cited: 8
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
Patrick Augustin, Mikhail Chernov, Dongho Song
(2018)
Open Access | Times Cited: 12
Breakup and Default Risks in the Eurozone
Giovanni Bonaccolto, Nicola Borri, Andrea Consiglio
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
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