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:

Contagion in Financial Networks
Paul Glasserman, Peyton Young
SSRN Electronic Journal (2015)
Open Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

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
Interbank contagion: An agent-based model approach to endogenously formed networks
Anqi Liu, Mark E. Paddrik, Steve Y. Yang, et al.
Journal of Banking & Finance (2017) Vol. 112, pp. 105191-105191
Open Access | Times Cited: 58
Particle systems with singular interaction through hitting times: Application in systemic risk modeling
Sergey Nadtochiy, Mykhaylo Shkolnikov
The Annals of Applied Probability (2018) Vol. 29, Iss. 1
Open Access | Times Cited: 55
Network models of financial systemic risk: a review
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
Journal of Computational Social Science (2017) Vol. 1, Iss. 1, pp. 81-114
Open Access | Times Cited: 48
Essays on Interconnected Markets
Justus Inhoffen
(2025)
Open Access
Where the Risks Lie: A Survey on Systemic Risk
Sylvain Benoît, Jean-Édouard Colliard, Christophe Hurlin, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 44
Data Science for Economics and Finance
Sergio Consoli, Diego Reforgiato Recupero, Michaela Saisana
Springer eBooks (2021)
Closed Access | Times Cited: 31
Network valuation in financial systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, et al.
Mathematical Finance (2020) Vol. 30, Iss. 4, pp. 1181-1204
Open Access | Times Cited: 26
Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks
Anqi Liu, Mark E. Paddrik, Steve Y. Yang, et al.
SSRN Electronic Journal (2016)
Open Access | Times Cited: 21
Contagion accounting in stress-testing
Iñaki Aldasoro, Anne‐Caroline Hüser, Christoffer Kok
Journal of Economic Dynamics and Control (2022) Vol. 137, pp. 104354-104354
Closed Access | Times Cited: 12
Control of Dynamic Financial Networks
Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
IEEE Control Systems Letters (2022) Vol. 6, pp. 3206-3211
Open Access | Times Cited: 10
Can bank-specific variables predict contagion effects?
Christoph Siebenbrunner, Michael Sigmund, Stefan Kerbl
Quantitative Finance (2017) Vol. 17, Iss. 12, pp. 1805-1832
Closed Access | Times Cited: 17
Analyst coverage network and stock return comovement in emerging markets
Francisco Marcet
Emerging Markets Review (2017) Vol. 32, pp. 1-27
Closed Access | Times Cited: 16
Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters
Spiros Bougheas, David I. Harvey, Alan Kirman, et al.
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
The Economy as a Complex Spatial System
Pasquale Commendatore, Ingrid Kubin, Spiros Bougheas, et al.
Springer proceedings in complexity (2017)
Closed Access | Times Cited: 14
Interconnectedness in the Global Financial Market
Matthias Raddant, Dror Y. Kenett
SSRN Electronic Journal (2016)
Open Access | Times Cited: 11
Optimal Bailouts and the Doom Loop with a Financial Network
Agostino Capponi, Felix Corell, Joseph E. Stiglitz
(2020)
Open Access | Times Cited: 9
Bail-Ins and Bail-Outs: Incentives, Connectivity, and Systemic Stability
Benjamin Bernard, Agostino Capponi, Joseph E. Stiglitz
SSRN Electronic Journal (2017)
Open Access | Times Cited: 8
Interconnectedness and Contagion Analysis
Jana Gieck Bricco, TengTeng Xu
IMF Working Paper (2019) Vol. 19, Iss. 220
Open Access | Times Cited: 7
The Systemic Impact of Debt Default in a Multilayered Global Network Model
Nathan Porter, Camilo Tovar Mora, Juan Treviño, et al.
IMF Working Paper (2022) Vol. 2022, Iss. 171, pp. 1-1
Open Access | Times Cited: 4
Tackling Information Asymmetry in Networks: A New Entropy-Based Ranking Index
Paolo Barucca, Guido Caldarelli, Tiziano Squartini
Journal of Statistical Physics (2018) Vol. 173, Iss. 3-4, pp. 1028-1044
Open Access | Times Cited: 5
Crowded Trades, Market Clustering, and Price Instability
Marc van Kralingen, Diego Garlaschelli, Karolina Scholtus, et al.
Entropy (2021) Vol. 23, Iss. 3, pp. 336-336
Open Access | Times Cited: 5
On Watts' Cascade Model with Random Link Weights
T. R. Hurd, James P. Gleeson
arXiv (Cornell University) (2012)
Open Access | Times Cited: 4
Interbank Contagion with Suboptimal Bilateral Exposures: An ABM Approach to Endogenously Form Networks
Steve Y. Yang, Anqi Liu, Xingjia Zhang, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 2
Equilibrium Asset Pricing in Networks with Mutually Exciting Jumps
Nicole Branger, Patrick Konermann, Christoph Meinerding, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 2
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