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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:

Premia for Correlated Default Risk
Kay Giesecke, Shahriar Azizpour, Baeho Kim
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Affine Point Processes and Portfolio Credit Risk
Eymen Errais, Kay Giesecke, Lisa R. Goldberg
SIAM Journal on Financial Mathematics (2010) Vol. 1, Iss. 1, pp. 642-665
Closed Access | Times Cited: 369
Correlation in corporate defaults: Contagion or conditional independence?
David Lando, Mads Stenbo Nielsen
Journal of Financial Intermediation (2010) Vol. 19, Iss. 3, pp. 355-372
Closed Access | Times Cited: 131
Exploring the Sources of Default Clustering
Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 43
Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim
Operations Research (2010) Vol. 59, Iss. 1, pp. 32-49
Closed Access | Times Cited: 41
Affine Point Processes and Portfolio Credit Risk
Eymen Errais, Kay Giesecke, Lisa R. Goldberg
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 40
Correlation in Corporate Defaults: Contagion or Conditional Independence?
David Lando, Mads Stenbo Nielsen
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 37
The Lehman Brothers effect and bankruptcy cascades
Paweł Sieczka, Didier Sornette, Janusz A. Hołyst
The European Physical Journal B (2011) Vol. 82, Iss. 3-4, pp. 257-269
Open Access | Times Cited: 26
Default Correlations and Large-Portfolio Credit Analysis
Jin‐Chuan Duan, Weimin Miao
Journal of Business and Economic Statistics (2015) Vol. 34, Iss. 4, pp. 536-546
Open Access | Times Cited: 23
Portfolio Credit Risk: Top‐Down versus Bottom‐Up Approaches
Kay Giesecke
(2008), pp. 251-267
Closed Access | Times Cited: 25
Securitisation: Instruments and Implications
Martin Scheicher, David Marqués-Ibáñez
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 16
The Market Price of Credit Risk
Kay Giesecke, Lisa R. Goldberg
SSRN Electronic Journal (2003)
Closed Access | Times Cited: 21
Debt Correlations in the Wake of the Financial Crisis: What are Appropriate Default Correlations for Structured Products?
John M. Griffin, Jordan Nickerson
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 11
An Overview of Credit Derivatives
Kay Giesecke
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 13
Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 9
Exploring Dynamic Default Dependence
Peter Christoffersen, Jan Ericsson, Kris Jacobs, et al.
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 8
Risk Premia and Optimal Liquidation of Defaultable Securities
Tim Leung, Peng Liu
SSRN Electronic Journal (2011)
Open Access | Times Cited: 7
Derivatives Pricing Under Bilateral Counterparty Risk
Peter Carr, Samim Ghamami
Finance and Economics Discussion Series (2015) Vol. 2015, Iss. 026, pp. 1-28
Open Access | Times Cited: 5
Fixed-Income Portfolio Selection
Kay Giesecke, Baeho Kim, Jack Kim, et al.
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 6
Portfolio Credit Risk: Top-Down vs. Bottom-Up Approaches
Kay Giesecke
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 6
Contagion and Excess Correlation in Credit Default Swaps
Mike Anderson
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 4
Point Processes and Portfolio Credit Risk
Eymen Errais, Kay Giesecke, Lisa R. Goldberg, et al.
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 4
Systemic Influences on Optimal Equity-Credit Investment
Agostino Capponi, Christoph Frei
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 2
Model-Free Volatility Indexes in the Financial Literature: A Review
María T. González-Pérez
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 2
Dynamic Valuation of Delinquent Credit-Card Accounts
Naveed Chehrazi, Thomas A. Weber
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 2
The Compensation Model for Default-Risk of Corporate Bonds in China under Kalman Filter
Kaihao Liang, Kin Keung Lai
International Conference on Business Intelligence and Financial Engineering (2009), pp. 410-413
Closed Access | Times Cited: 2
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