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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:

Option-Implied Correlations and the Price of Correlation Risk
Joost Driessen, Pascal J. Maenhout, Grigory Vilkov
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 48

Showing 1-25 of 48 citing articles:

Lessons from Estimating the Average Option-implied Volatility Term Structure for the Spanish Banking Sector
María T. González-Pérez
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 38
When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns
Andrea Buraschi, Robert Kosowski, Fabio Trojani
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 48
A Framework for Assessing the Systemic Risk of Major Financial Institutions
Xin Huang, Hao Zhou, Haibin Zhu
Finance and Economics Discussion Series (2009) Vol. 2009, Iss. 37, pp. 1-43
Open Access | Times Cited: 49
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
Journal of Financial and Quantitative Analysis (2023), pp. 1-51
Closed Access | Times Cited: 10
The Price of Market Volatility Risk
Jefferson Duarte, Christopher S. Jones
SSRN Electronic Journal (2007)
Closed Access | Times Cited: 51
Option-Implied Measures of Equity Risk
Bo Young Chang, Peter Christoffersen, Kris Jacobs, et al.
SSRN Electronic Journal (2009)
Open Access | Times Cited: 32
Forward-Looking Betas
Peter Christoffersen, Kris Jacobs, Gregory Vainberg
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 23
Measuring Equity Risk with Option-Implied Correlations
Adrian Buss, Grigory Vilkov
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 20
Optimal portfolios when variances and covariances can jump
Nicole Branger, Matthias Mück, Frank Thomas Seifried, et al.
Journal of Economic Dynamics and Control (2017) Vol. 85, pp. 59-89
Closed Access | Times Cited: 17
Forward-Looking Betas
Peter Christoffersen, Kris Jacobs, Gregory Vainberg
SSRN Electronic Journal (2007)
Closed Access | Times Cited: 20
Earnings Announcements and Option Prices
Michael Johannes, Andrew Dubinsky
SSRN Electronic Journal (2005)
Closed Access | Times Cited: 23
Systemic Influences on Optimal Equity-Credit Investment
Agostino Capponi, Christoph Frei
Management Science (2016) Vol. 63, Iss. 8, pp. 2756-2771
Closed Access | Times Cited: 12
The Pricing of Correlated Default Risk: Evidence from the Credit Derivatives Market
Nikola Tarashev, Haibin Zhu
SSRN Electronic Journal (2007)
Open Access | Times Cited: 16
Asymmetric Volatility Risk: Evidence from Option Markets
Jens Carsten Jackwerth, Grigory Vilkov
SSRN Electronic Journal (2013)
Open Access | Times Cited: 12
The Correlation Risk Premium: International Evidence
Gonçalo Faria, Robert Kosowski, Tianyu Wang
Journal of Banking & Finance (2022) Vol. 136, pp. 106399-106399
Open Access | Times Cited: 7
Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets
Masahiro Watanabe
SSRN Electronic Journal (2002)
Closed Access | Times Cited: 20
Expected Stock Returns and the Correlation Risk Premium
Adrian Buss, Lorenzo Schoenleber, Grigory Vilkov
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 11
Stochastic Volatility
Torben G. Andersen, Luca Benzoni
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 12
Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China
Yudong Wang, Xundi Diao, Zhiyuan Pan, et al.
Pacific-Basin Finance Journal (2019) Vol. 55, pp. 127-141
Closed Access | Times Cited: 9
The Correlation Risk Premium: International Evidence
Gonçalo Faria, Robert Kosowski, Tianyu Wang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 8
Margin requirements based on a stochastic correlation model
Dávid Zoltán Szabó, Kata Váradi
Journal of Futures Markets (2022) Vol. 42, Iss. 10, pp. 1797-1820
Closed Access | Times Cited: 5
Volatility Dispersion Trading
Qian Deng
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 9
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Resolving Macroeconomic Uncertainty in Stock and Bond Markets
Alessandro Beber, Michael W. Brandt
(2006)
Open Access | Times Cited: 8
A Bayesian Time Varying Approach to Risk Neutral Density Estimation
Roberto Casarin, Germán Molina, Enrique ter Horst
Journal of the Royal Statistical Society Series A (Statistics in Society) (2018) Vol. 182, Iss. 1, pp. 165-195
Closed Access | Times Cited: 5
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