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:

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Francis X. Diebold, Kamil Yılmaz
SSRN Electronic Journal (2011)
Open Access | Times Cited: 138

Showing 1-25 of 138 citing articles:

Systemic Risk in Europe*
Robert F. Engle, Éric Jondeau, Michael Rockinger
European Finance Review (2014) Vol. 19, Iss. 1, pp. 145-190
Open Access | Times Cited: 227
Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach
Ramit Sawhney, Shivam Agarwal, Arnav Wadhwa, et al.
Proceedings of the AAAI Conference on Artificial Intelligence (2021) Vol. 35, Iss. 1, pp. 497-504
Open Access | Times Cited: 82
Interconnectedness in the global financial market
Matthias Raddant, Dror Y. Kenett
Journal of International Money and Finance (2020) Vol. 110, pp. 102280-102280
Open Access | Times Cited: 77
Financial Networks and Contagion
Matthew Elliott, Benjamin Golub, Matthew O. Jackson
SSRN Electronic Journal (2012)
Open Access | Times Cited: 93
A Network Analysis of the Volatility of High Dimensional Financial Series
Matteo Barigozzi, Marc Hallin
Journal of the Royal Statistical Society Series C (Applied Statistics) (2016) Vol. 66, Iss. 3, pp. 581-605
Open Access | Times Cited: 75
Commodity Connectedness
Francis X. Diebold, Laura Liu, Kamil Yılmaz
(2017)
Open Access | Times Cited: 75
Estimating Global Bank Network Connectedness
Mert Demirer, Francis X. Diebold, Laura Liu, et al.
(2017)
Open Access | Times Cited: 60
Sparse Graphical Vector Autoregression: A Bayesian Approach
Daniel Felix Ahelegbey, Monica Billio, Roberto Casarin
Annals of Economics and Statistics (2016), Iss. 123/124, pp. 333-333
Open Access | Times Cited: 55
Does RMB Drive the Dynamic of Rcep Regional Currency Fxs?
Feng Guo, Fujun Lai
(2025)
Closed Access
Financial Risk Measurement for Financial Risk Management
Torben M. Andersen, Tim Bollerslev, Peter Christoffersen, et al.
(2012)
Open Access | Times Cited: 41
Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation
Yanhong Feng, XU Di-long, Pierre Failler, et al.
Sustainability (2020) Vol. 12, Iss. 16, pp. 6523-6523
Open Access | Times Cited: 28
Functions of Artificial Intelligence, Income Investment Instrument, and Crypto Money in Era of The Fourth Revolution
Cicilia Sriliasta, Dewi Sri Surya Wuisan, Tatik Mariyanti
International Transactions on Artificial Intelligence (ITALIC) (2022) Vol. 1, Iss. 1, pp. 117-128
Open Access | Times Cited: 16
An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk
Pietro Bonaldi, Alı Hortaçsu, Jakub Kastl
(2015)
Open Access | Times Cited: 32
The econometrics of Bayesian graphical models: a review with financial application
Daniel Felix Ahelegbey
The Journal of Network Theory in Finance (2016) Vol. 2, Iss. 2, pp. 1-33
Open Access | Times Cited: 31
Systemic Risk and the Macroeconomy: An Empirical Evaluation
Stefano Giglio, Bryan Kelly, Seth Pruitt
(2015)
Open Access | Times Cited: 30
Spillovers in Space and Time: Where Spatial Econometrics and Global VAR Models Meet
J. Paul Elhorst, Marco Gross, Eugen Tereanu
SSRN Electronic Journal (2018)
Open Access | Times Cited: 28
Network Linkages to Predict Bank Distress
Tuomas A. Peltonen, Andreea Constantin, Peter Sarlin
SSRN Electronic Journal (2015)
Open Access | Times Cited: 22
Reconstructing the structure of directed and weighted networks of nonlinear oscillators
Francesco Alderisio, Gianfranco Fiore, Mario di Bernardo
Physical review. E (2017) Vol. 95, Iss. 4
Open Access | Times Cited: 22
Herding boosts too-connected-to-fail risk in stock market of China
Shan Lu, Jichang Zhao, Huiwen Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 505, pp. 945-964
Open Access | Times Cited: 22
Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains
Yijin He, Tadahiro Nakajima, Shigeyuki Hamori
Energies (2019) Vol. 12, Iss. 20, pp. 3970-3970
Open Access | Times Cited: 15
A Study on the Time-varying Volatility Connectedness Between the Sectors In the Indian Stock Market
Shah Saeed Hassan Chowdhury, Mohammad Irfan
MONTENEGRIN JOURNAL OF ECONOMICS (2022) Vol. 18, Iss. 3, pp. 77-88
Open Access | Times Cited: 8
Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
Yérali Gandica, Marco Valerio Geraci, Sophie Béreau, et al.
PLoS ONE (2018) Vol. 13, Iss. 4, pp. e0195110-e0195110
Open Access | Times Cited: 13
Dynamic connectedness between stock markets in the presence of COVID-19 pandemic: Does economic policy uncertainty matter?
Manel Youssef, Khaled Mokni, Ahdi Noomen Ajmi
Research Square (Research Square) (2020)
Open Access | Times Cited: 12
Asymmetric Volatility Connectedness Among G7 Stock Markets
LEE Woo Suk, LEE Hahn Shik
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2024) Vol. 58, Iss. 1/2024, pp. 87-103
Open Access | Times Cited: 1
ADDITIVE P-VALUE COMBINATION TEST
Ling Xing
(2023)
Open Access | Times Cited: 3
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