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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:

Systemic Risk, Contagion, and Financial Networks: A Survey
Matteo Chinazzi, Giorgio Fagiolo
SSRN Electronic Journal (2013)
Open Access | Times Cited: 73

Showing 1-25 of 73 citing articles:

MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2019) Vol. 25, Iss. 5, pp. 716-742
Open Access | Times Cited: 277
Finding the core: Network structure in interbank markets
Daan in ’t Veld, Iman van Lelyveld
Journal of Banking & Finance (2014) Vol. 49, pp. 27-40
Open Access | Times Cited: 218
An analysis of the literature on systemic financial risk: A survey
Walmir Silva, Herbert Kimura, Vinícius Amorim Sobreiro
Journal of Financial Stability (2016) Vol. 28, pp. 91-114
Closed Access | Times Cited: 191
Systemic risk spillovers in the European banking and sovereign network
Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen, et al.
Journal of Financial Stability (2015) Vol. 25, pp. 206-224
Open Access | Times Cited: 132
Banks, market organization, and macroeconomic performance: An agent-based computational analysis
Quamrul H. Ashraf, Boris Gershman, Peter Howitt
Journal of Economic Behavior & Organization (2017) Vol. 135, pp. 143-180
Open Access | Times Cited: 88
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions
Mikhail Anufriev, Valentyn Panchenko
Journal of Banking & Finance (2015) Vol. 61, pp. S241-S255
Open Access | Times Cited: 59
A survey of network-based analysis and systemic risk measurement
Andre R. Neveu
Journal of Economic Interaction and Coordination (2016) Vol. 13, Iss. 2, pp. 241-281
Closed Access | Times Cited: 49
Network connectedness and China's systemic financial risk contagion——An analysis based on big data
Xiaoyun Fan, Yedong Wang, Daoping Wang
Pacific-Basin Finance Journal (2020) Vol. 68, pp. 101322-101322
Closed Access | Times Cited: 42
Financial connectivity in cross-border lending and crises: Role of financial and legislative integration
Müge Demir, Zeynep Önder
Journal of International Financial Markets Institutions and Money (2025) Vol. 101, pp. 102137-102137
Closed Access
Too Interconnected to Fail: A Survey of the Interbank Networks Literature
Anne‐Caroline Hüser
SSRN Electronic Journal (2015)
Open Access | Times Cited: 48
Measuring network systemic risk contributions: A leave-one-out approach
Sullivan Hué, Yannick Lucotte, Sessi Tokpavi
Journal of Economic Dynamics and Control (2018) Vol. 100, pp. 86-114
Open Access | Times Cited: 40
The formation of a core-periphery structure in heterogeneous financial networks
Daan in ’t Veld, Marco van der Leij, Cars Hommes
Journal of Economic Dynamics and Control (2020) Vol. 119, pp. 103972-103972
Open Access | Times Cited: 31
A tensor-based unified approach for clustering coefficients in financial multiplex networks
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
Information Sciences (2022) Vol. 601, pp. 268-286
Open Access | Times Cited: 18
The Multiplex Structure of Interbank Networks
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 36
Systemic Risk with Central Counterparty Clearing
Hamed Amini, Damir Filipović, Andreea Minca
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
Prices, debt and market structure in an agent-based model of the financial market
Thomas Fischer, Jesper Riedler
Journal of Economic Dynamics and Control (2014) Vol. 48, pp. 95-120
Open Access | Times Cited: 26
Insights into European interbank network contagion
Dionisis Philippas, Yiannis Koutelidakis, Alexandros Leontitsis
Managerial Finance (2015) Vol. 41, Iss. 8, pp. 754-772
Closed Access | Times Cited: 25
Time-varying causal network of the Korean financial system based on firm-specific risk premiums
Jae Wook Song, Bonggyun Ko, Poongjin Cho, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 458, pp. 287-302
Closed Access | Times Cited: 21
The interconnected wealth of nations: Shock propagation on global trade-investment multiplex networks
Michele Starnini, Marián Boguñá, M. Ángeles Serrano
Scientific Reports (2019) Vol. 9, Iss. 1
Open Access | Times Cited: 20
Does the default pecking order impact systemic risk? Evidence from Brazilian data
Michel Alexandre, Thiago Christiano Silva, Krzysztof Michalak, et al.
European Journal of Operational Research (2023) Vol. 309, Iss. 3, pp. 1379-1391
Closed Access | Times Cited: 6
Financial contagion in banking networks with community structure
Gabriele Torri, Rosella Giacometti
Communications in Nonlinear Science and Numerical Simulation (2022) Vol. 117, pp. 106924-106924
Closed Access | Times Cited: 10
Fast and slow domino regimes in transient network dynamics
Peter Ashwin, Jennifer Creaser, Krasimira Tsaneva‐Atanasova
Physical review. E (2017) Vol. 96, Iss. 5
Open Access | Times Cited: 18
Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models
Yingying Han, Pu Gong, Xiang Zhou
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 940-953
Closed Access | Times Cited: 17
The financial network channel of monetary policy transmission: an agent-based model
Michel Alexandre, Gilberto Tadeu Lima, Luca Riccetti, et al.
Journal of Economic Interaction and Coordination (2023) Vol. 18, Iss. 3, pp. 533-571
Closed Access | Times Cited: 5
Risk contagion in financial markets: A systematic review using bibliometric methods
Fei Su, Lili Zhai, Yunyan Zhou, et al.
Australian Economic Papers (2023)
Closed Access | Times Cited: 5
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