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:

Exploring the Sources of Default Clustering
Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
Arianna Agosto, Giuseppe Cavaliere, Dennis Kristensen, et al.
Journal of Empirical Finance (2016) Vol. 38, pp. 640-663
Open Access | Times Cited: 94
Default clustering in large portfolios: Typical events
Kay Giesecke, Konstantinos Spiliopoulos, Richard B. Sowers
The Annals of Applied Probability (2013) Vol. 23, Iss. 1
Open Access | Times Cited: 89
Corporate Credit Risk Premia
Antje Berndt, Rohan Douglas, Darrell Duffie, et al.
Review of Finance (2018) Vol. 22, Iss. 2, pp. 419-454
Open Access | Times Cited: 71
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Vladimir Filimonov, David Bicchetti, Nicolas Maystre, et al.
Journal of International Money and Finance (2013) Vol. 42, pp. 174-192
Open Access | Times Cited: 66
Financial Firm Bankruptcy and Contagion*
Jean Helwege, Gaiyan Zhang
European Finance Review (2015) Vol. 20, Iss. 4, pp. 1321-1362
Closed Access | Times Cited: 59
Premia for correlated default risk
Shahriar Azizpour, Kay Giesecke, Baeho Kim
Journal of Economic Dynamics and Control (2011) Vol. 35, Iss. 8, pp. 1340-1357
Closed Access | Times Cited: 59
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
Counterparty Contagion in Context: Contributions to Systemic Risk
Jeremy Staum
Cambridge University Press eBooks (2013), pp. 512-544
Closed Access | Times Cited: 32
Simulating Risk Contributions of Credit Portfolios
Guangwu Liu
Operations Research (2015) Vol. 63, Iss. 1, pp. 104-121
Closed Access | Times Cited: 25
Structural credit risk modelling with Hawkes jump diffusion processes
Yong Ma, Weidong Xu
Journal of Computational and Applied Mathematics (2016) Vol. 303, pp. 69-80
Closed Access | Times Cited: 23
Premia for Correlated Default Risk
Kay Giesecke, Shahriar Azizpour, Baeho Kim
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 33
Systemic Risk: What Defaults are Telling Us
Kay Giesecke, Baeho Kim
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 32
The value of renewable energy research and development investments with default consideration
Jaehun Sim, Chae-Soo Kim
Renewable Energy (2019) Vol. 143, pp. 530-539
Closed Access | Times Cited: 22
Exponential Martingales and Changes of Measure for Counting Processes
Alexander Sokol, Niels Richard Hansen
Stochastic Analysis and Applications (2015) Vol. 33, Iss. 5, pp. 823-843
Open Access | Times Cited: 16
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Drew Creal, Bernd Schwaab, Siem Jan Koopman, et al.
SSRN Electronic Journal (2011)
Open Access | Times Cited: 16
Filtered Likelihood for Point Processes
Kay Giesecke, Gustavo Schwenkler
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 14
Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets
Vladimir Filimonov, David Bicchetti, Nicolas Maystre, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 14
Default Clustering in Large Portfolios: Typical Events
Kay Giesecke, Konstantinos Spiliopoulos, Richard B. Sowers
SSRN Electronic Journal (2011)
Open Access | Times Cited: 12
Generating functions and stability study of multivariate self-excited epidemic processes
А. И. Саичев, Didier Sornette
The European Physical Journal B (2011) Vol. 83, Iss. 2, pp. 271-282
Open Access | Times Cited: 12
Credit risk and contagion via self-exciting default intensity
Robert J. Elliott, Jia Shen
Annals of Finance (2015) Vol. 11, Iss. 3-4, pp. 319-344
Closed Access | Times Cited: 11
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
Large Portfolio Asymptotics for Loss from Default
Kay Giesecke, Konstantinos Spiliopoulos, Richard B. Sowers, et al.
SSRN Electronic Journal (2011)
Open Access | Times Cited: 10
Efficient Risk Analysis of Mortgage Pools
Justin Sirignano, Kay Giesecke
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 7
Model risk on credit risk
Jordi Molins, Eduard Vives
Risk and Decision Analysis (2016) Vol. 6, Iss. 1, pp. 65-78
Open Access | Times Cited: 6
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