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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:

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

Systemic Risk in Financial Networks: A Survey
Matthew O. Jackson, Agathe Pernoud
Annual Review of Economics (2021) Vol. 13, Iss. 1, pp. 171-202
Open Access | Times Cited: 120
Agent-Based Modeling in Economics and Finance: Past, Present, and Future
Robert L. Axtell, J. Doyne Farmer
Journal of Economic Literature (2025) Vol. 63, Iss. 1, pp. 197-287
Closed Access | Times Cited: 3
Shock amplification in an interconnected financial system of banks and investment funds
Matthias Sydow, Aurore Schilte, Giovanni Covi, et al.
Journal of Financial Stability (2024) Vol. 71, pp. 101234-101234
Closed Access | Times Cited: 12
Modelling fire sale contagion across banks and non-banks
Fabio Caccioli, Gerardo Ferrara, Amanah Ramadiah
Journal of Financial Stability (2024) Vol. 71, pp. 101231-101231
Open Access | Times Cited: 6
Multilayer interbank networks and systemic risk propagation: Evidence from China
Chun Yan, Yi Ding, Wei Liu, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 628, pp. 129144-129144
Closed Access | Times Cited: 13
Bank diversity and financial contagion
Emmanuel Caiazzo, Alberto Zazzaro
Journal of Financial Stability (2025), pp. 101392-101392
Open Access
Agent-based modeling at central banks: recent developments and new challenges
András Borsos, Adrián Carro, Aldo Glielmo, et al.
Documento ocasional/Documento ocasional - Banco de España (2025)
Closed Access
The physics of financial networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston, et al.
Nature Reviews Physics (2021) Vol. 3, Iss. 7, pp. 490-507
Closed Access | Times Cited: 28
Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market
Adrián Carro, Patricia Stupariu
Journal of Financial Stability (2024) Vol. 71, pp. 101226-101226
Closed Access | Times Cited: 3
Systemic Risk in Financial Networks: A Survey
Matthew O. Jackson, Agathe Pernoud
SSRN Electronic Journal (2020)
Open Access | Times Cited: 20
How does the repo market behave under stress? Evidence from the COVID-19 crisis
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
Journal of Financial Stability (2023) Vol. 70, pp. 101193-101193
Open Access | Times Cited: 6
Scenario-free analysis of financial stability with interacting contagion channels
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer, et al.
Journal of Banking & Finance (2022) Vol. 146, pp. 106684-106684
Open Access | Times Cited: 10
How do secured funding markets behave under stress? Evidence from the gilt repo market
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 14
How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
IMF Working Paper (2021) Vol. 2021, Iss. 267, pp. 1-1
Open Access | Times Cited: 11
Non-banks contagion and the uneven mitigation of climate risk
Régis Gourdel, Matthias Sydow
International Review of Financial Analysis (2023) Vol. 89, pp. 102739-102739
Open Access | Times Cited: 4
A Framework for Systemwide Liquidity Analysis
Xiaodan Ding
IMF Working Paper (2024) Vol. 2024, Iss. 104, pp. 1-1
Open Access | Times Cited: 1
The multiplex nature of global financial contagions
R. Maria del Rio-Chanona, Yevgeniya Korniyenko, Manasa Patnam, et al.
Applied Network Science (2020) Vol. 5, Iss. 1
Open Access | Times Cited: 10
Modelling Fire Sale Contagion Across Banks and Non-banks
Fabio Caccioli, Gerardo Ferrara, Amanah Ramadiah
SSRN Electronic Journal (2020)
Open Access | Times Cited: 8
Simulating the Adoption of a Retail CBDC
Carlos León, José María Armingol, Kimmo Soramäki
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Macroprudential stress‑test models: a survey
David Aikman, Daniel Beale, Adam Brinley Codd, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Agent-Based Simulation of Central Bank Digital Currencies
Amanah Ramadiah, Marco Galbiati, Kimmo Soramäki
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Bank Diversity and Financial Contagion
Emmanuel Caiazzo, Alberto Zazzaro
(2024)
Closed Access
A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implications
Vincenzo Pacelli, Lucianna Cananà, Anirban Chakraborti, et al.
New economic windows (2024), pp. 43-71
Open Access
Stress Testing the Financial Macrocosm
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
How Does the Repo Market Behave Under Stress? Evidence from the Covid-19 Crisis
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
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