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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:

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Monica Billio, Andrew W. Lo, Mila Getmansky Sherman, et al.
SSRN Electronic Journal (2011)
Open Access | Times Cited: 253

Showing 1-25 of 253 citing articles:

TENET: Tail-Event driven NETwork risk
Wolfgang Karl Härdle, Weining Wang, Lining Yu
Journal of Econometrics (2016) Vol. 192, Iss. 2, pp. 499-513
Open Access | Times Cited: 365
Syndication, interconnectedness, and systemic risk
Jian Cai, Frederik Eidam, Anthony Saunders, et al.
Journal of Financial Stability (2017) Vol. 34, pp. 105-120
Open Access | Times Cited: 218
Partial correlation analysis: applications for financial markets
Dror Y. Kenett, Xuqing Huang, Irena Vodenska, et al.
Quantitative Finance (2015) Vol. 15, Iss. 4, pp. 569-578
Open Access | Times Cited: 167
Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis
Hua Chen, J. David Cummins, Krupa S. Viswanathan, et al.
Journal of Risk & Insurance (2013) Vol. 81, Iss. 3, pp. 623-652
Closed Access | Times Cited: 167
Systemic Risk and Stability in Financial Networks
Daron Acemoğlu, Asuman Ozdaglar, Alireza Tahbaz-Salehi
(2013)
Open Access | Times Cited: 161
Transmission channels of systemic risk and contagion in the European financial network
Nikos Paltalidis, Dimitrios Gounopoulos, Renatas Kizys, et al.
Journal of Banking & Finance (2015) Vol. 61, pp. S36-S52
Open Access | Times Cited: 156
Model risk of risk models
Jón Danı́elsson, Kevin R. James, Marcela Valenzuela, et al.
Journal of Financial Stability (2016) Vol. 23, pp. 79-91
Open Access | Times Cited: 137
Graphical Network Models for International Financial Flows
Paolo Giudici, Alessandro Spelta
Journal of Business and Economic Statistics (2015) Vol. 34, Iss. 1, pp. 128-138
Open Access | Times Cited: 130
Bank Size and Systemic Risk
Luc Laeven, Lev Ratnovski, Hui Tong
SSRN Electronic Journal (2014)
Open Access | Times Cited: 124
Hedge Fund Holdings and Stock Market Efficiency
Charles Cao, Bing Liang, Andrew W. Lo, et al.
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 1, pp. 77-116
Open Access | Times Cited: 112
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
Sebastian Poledna, Stefan Thurner
Quantitative Finance (2016) Vol. 16, Iss. 10, pp. 1599-1613
Open Access | Times Cited: 108
Measuring systemic risk in the European banking sector: a copula CoVaR approach
Emmanouil Karimalis, Nikos K. Nomikos
European Journal of Finance (2017) Vol. 24, Iss. 11, pp. 944-975
Open Access | Times Cited: 107
Granger causality stock market networks: Temporal proximity and preferential attachment
Tomáš Výrost, Štefan Lyócsa, Eduard Baumöhl
Physica A Statistical Mechanics and its Applications (2015) Vol. 427, pp. 262-276
Open Access | Times Cited: 104
SVB and Beyond: The Banking Stress of 2023
Viral V. Acharya, Matthew Richardson, Kermit L. Schoenholtz, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 28
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
Sylvain Benoît, Gilbert Colletaz, Christophe Hurlin, et al.
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 109
Decoding Social Influence and the Wisdom of the Crowd in Financial Trading Network
Wei Pan, Yaniv Altshuler, Alex Pentland
(2012), pp. 203-209
Open Access | Times Cited: 87
Fire-Sale Spillovers and Systemic Risk
Fernando Duarte, Thomas M. Eisenbach
SSRN Electronic Journal (2013)
Open Access | Times Cited: 77
Conditional copula simulation for systemic risk stress testing
Eike Brechmann, Katharina Hendrich, Claudia Czado
Insurance Mathematics and Economics (2013) Vol. 53, Iss. 3, pp. 722-732
Open Access | Times Cited: 76
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: 74
Big data analysis for financial risk management
Paola Cerchiello, Paolo Giudici
Journal Of Big Data (2016) Vol. 3, Iss. 1
Open Access | Times Cited: 72
Does financial connectedness predict crises?
Camelia Minoiu, Chanhyun Kang, V. S. Subrahmanian, et al.
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 607-624
Open Access | Times Cited: 71
Quantifying preferential trading in the e-MID interbank market
Vasilis Hatzopoulos, Giulia Iori, Rosario N. Mantegna, et al.
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 693-710
Open Access | Times Cited: 69
Spatial ecological networks: planning for sustainability in the long-term
Andrew Gonzalez, Patrick L. Thompson, Michel Loreau
Current Opinion in Environmental Sustainability (2017) Vol. 29, pp. 187-197
Open Access | Times Cited: 63
How Does Bank Competition Affect Systemic Stability?
Deniz Anginer, Aslı Demirgüç-Kunt, Min Zhu
World Bank policy research working paper (2012)
Open Access | Times Cited: 73
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