Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Measuring Contagion Potential Among Sovereigns and Banks Using a Mixed-Cross-Section GVAR
Marco Gross, Christoffer Kok
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

The dynamics of spillover effects during the European sovereign debt turmoil
Adrian Alter, Andreas Beyer
Journal of Banking & Finance (2014) Vol. 42, pp. 134-153
Open Access | Times Cited: 312
Bank/sovereign risk spillovers in the European debt crisis
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens, et al.
Journal of Banking & Finance (2013) Vol. 37, Iss. 12, pp. 4793-4809
Open Access | Times Cited: 280
THEORY AND PRACTICE OF GVAR MODELLING
Alexander Chudík, M. Hashem Pesaran
Journal of Economic Surveys (2014) Vol. 30, Iss. 1, pp. 165-197
Open Access | Times Cited: 189
Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model
Georgios Georgiadis
European Economic Review (2015) Vol. 75, pp. 195-215
Closed Access | Times Cited: 131
Modelling the emergence of the interbank networks
Grzegorz Hałaj, Christoffer Kok
Quantitative Finance (2015) Vol. 15, Iss. 4, pp. 653-671
Closed Access | Times Cited: 67
The Global Financial Cycle and US monetary policy in an interconnected world
Stéphane Dées, Alessandro Galesi
Journal of International Money and Finance (2021) Vol. 115, pp. 102395-102395
Open Access | Times Cited: 42
The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe
Jean-Pierre Allégret, Hélène Raymond, Houda Rharrabti
Journal of Banking & Finance (2016) Vol. 74, pp. 24-37
Open Access | Times Cited: 57
The topological structure of panel variance decomposition networks
Alessandro Celani, Paola Cerchiello, Paolo Pagnottoni
Journal of Financial Stability (2024) Vol. 71, pp. 101222-101222
Open Access | Times Cited: 5
Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households
Marco Gross, Javier Población
Economic Modelling (2017) Vol. 61, pp. 510-528
Open Access | Times Cited: 45
Systemic risk and financial stability dynamics during the Eurozone debt crisis
Theodoros Bratis, Nikiforos T. Laopodis, Γεώργιος Π. Κουρέτας
Journal of Financial Stability (2020) Vol. 47, pp. 100723-100723
Closed Access | Times Cited: 34
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
Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
Manish K. Singh, Marta Gómez‐Puig, Simón Sosvilla‐Rivero
Journal of International Money and Finance (2016) Vol. 63, pp. 137-164
Open Access | Times Cited: 25
DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR
Marco Gross, Jérôme Henry, Willi Semmler
Macroeconomic Dynamics (2017) Vol. 22, Iss. 7, pp. 1750-1768
Open Access | Times Cited: 24
Theory and Practice of GVAR Modeling
Alexander Chudík, M. Hashem Pesaran
Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers (2014) Vol. 2014, Iss. 180
Open Access | Times Cited: 22
Contagion and interdependence in Eurozone bank and sovereign credit markets
Theodoros Bratis, Nikiforos T. Laopodis, Γεώργιος Π. Κουρέτας
International Journal of Finance & Economics (2018) Vol. 23, Iss. 4, pp. 655-674
Closed Access | Times Cited: 21
Agent-based modeling of systemic risk in the European banking sector
Petr Teplý, Tomáš Klinger
Journal of Economic Interaction and Coordination (2018) Vol. 14, Iss. 4, pp. 811-833
Closed Access | Times Cited: 20
Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach
Timo Bettendorf
International Journal of Finance & Economics (2018) Vol. 24, Iss. 1, pp. 296-312
Open Access | Times Cited: 19
Why is contagion asymmetric during the European sovereign crisis?
Andrea Beltratti, René M. Stulz
Journal of International Money and Finance (2019) Vol. 99, pp. 102081-102081
Closed Access | Times Cited: 19
The diabolical sovereigns/banks risk loop: A VAR quantile design
Matteo Foglia, Eliana Angelini
The Journal of Economic Asymmetries (2020) Vol. 21, pp. e00158-e00158
Closed Access | Times Cited: 15
Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
Andrea Beltratti, René M. Stulz
(2015)
Open Access | Times Cited: 14
The multi-country transmission of sovereign and banking risk: a spatial vector autoregressive approach
Bing Zhu
Spatial Economic Analysis (2018) Vol. 13, Iss. 4, pp. 422-441
Open Access | Times Cited: 14
The Time-Spatial Dimension of Eurozone Banking Systemic Risk
Matteo Foglia, Eliana Angelini
Risks (2019) Vol. 7, Iss. 3, pp. 75-75
Open Access | Times Cited: 9
Sovereign bond holdings and monetary policy operations in the euro area
Ivo J.M. Arnold, Beau Soederhuizen
Journal of Policy Modeling (2018) Vol. 40, Iss. 6, pp. 1243-1254
Open Access | Times Cited: 8
Capital requirements for government bonds: Implications for bank behaviour and financial stability
Ulrike Neyer, André Sterzel
RePEc: Research Papers in Economics (2017)
Closed Access | Times Cited: 7
Spillover Effects of Credit Demand and Supply Shocks in the EU Countries: Evidence from a Structural GVAR
Heinrich Kick
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 4
Page 1 - Next Page

Scroll to top