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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:

Interconnectedness in the CDS Market
Mila Getmansky, Giulio Girardi, Craig M. Lewis
Financial Analysts Journal (2016) Vol. 72, Iss. 4, pp. 62-82
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

The Empirical Analysis of Liquidity
Craig W. Holden, Stacey E. Jacobsen, Avanidhar Subrahmanyam
Foundations and Trends® in Finance (2014) Vol. 8, Iss. 4, pp. 263-365
Closed Access | Times Cited: 139
The demand for central clearing: To clear or not to clear, that is the question!
Mario Bellia, Giulio Girardi, Roberto Panzica, et al.
Journal of Financial Stability (2024) Vol. 72, pp. 101247-101247
Open Access | Times Cited: 9
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Matrix Metrics:Network-Based Systemic Risk Scoring
Sanjiv Ranjan Das
The Journal of Alternative Investments (2016) Vol. 18, Iss. 4, pp. 33-51
Closed Access | Times Cited: 49
Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Wang Chen, Kung‐Cheng Ho, Lu Yang
International Review of Financial Analysis (2020) Vol. 72, pp. 101594-101594
Closed Access | Times Cited: 32
The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk
George O. Aragon, Lei Li, Jun Qian
Journal of Financial Economics (2018) Vol. 131, Iss. 1, pp. 168-185
Closed Access | Times Cited: 30
The Life Cycle of Systemic Risk and Crises
Allen N. Berger, John Sedunov
Journal of money credit and banking (2024)
Closed Access | Times Cited: 2
The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion
Hua Chen, J. David Cummins, Tao Sun, et al.
Journal of Risk & Insurance (2018) Vol. 87, Iss. 2, pp. 253-284
Closed Access | Times Cited: 22
Standardization, transparency initiatives, and liquidity in the CDS market
Laurence Lescourret, András Fülöp
Journal of Financial Markets (2022) Vol. 59, pp. 100718-100718
Open Access | Times Cited: 10
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question
Mario Bellia, Giulio Girardi, Roberto Panzica, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 18
Diverse Causality Inference in Foreign Exchange Markets
Tao Wu, Xiangyun Gao, Sufang An, et al.
International Journal of Bifurcation and Chaos (2021) Vol. 31, Iss. 05, pp. 2150070-2150070
Closed Access | Times Cited: 12
Loss Sharing in Central Clearinghouses: Winners and Losers
Christian Kubitza, Loriana Pelizzon, Mila Getmansky Sherman
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 237-273
Open Access | Times Cited: 1
Integrating swaps and futures: A new direction for commodity research
Scott Mixon, Esen Onur, Lynn Riggs
Journal of commodity markets (2017) Vol. 10, pp. 3-21
Closed Access | Times Cited: 11
Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment
Tingqiang Chen, Jiepeng Wang, Haifei Liu, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 520, pp. 458-480
Closed Access | Times Cited: 11
Dynamic credit default swap curves in a network topology
Xiu Xu, Cathy Yi‐Hsuan Chen, Wolfgang Karl Härdle
Quantitative Finance (2019) Vol. 19, Iss. 10, pp. 1705-1726
Closed Access | Times Cited: 9
Risk contagion in multilayer network of financial markets
Hu Wang, Shouwei Li
Physica A Statistical Mechanics and its Applications (2019) Vol. 541, pp. 123325-123325
Closed Access | Times Cited: 8
Transparency Regime Initiatives and Liquidity in the CDS Market
Laurence Lescourret, András Fülöp
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
A common risk factor in global credit and equity markets: An exploratory analysis of the subprime and the sovereign-debt crises
Teresa Corzo Santamaría, Laura Lazcano Benito, Javier Márquez, et al.
Heliyon (2020) Vol. 6, Iss. 6, pp. e03980-e03980
Open Access | Times Cited: 5
Interconnectedness and Systemic Risk
Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle
Palgrave studies in risk and insurance (2018), pp. 249-270
Closed Access | Times Cited: 4
The Anatomy of the Euro Area Interest Rate Swap Market
Silvia Dalla Fontana, Marco Holz auf der Heide, Loriana Pelizzon, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 4
Interconnectedness in the Corporate Bond Market
Celso Brunetti, Matthew Carl, Jacob Gerszten, et al.
SSRN Electronic Journal (2024)
Closed Access
The Impact of Mandatory Carbon Disclosure Regulation On Operating Lease Activities
Maria‐Eleni K. Agoraki, Chen Huang, Tam Duc Nguyen, et al.
(2024)
Closed Access
The Use of Credit Default Swaps by Bond Mutual Funds: Liquidity Provision and Counterparty Risk
George O. Aragon, Lei Li, Jun Qian
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 3
Counterparty choice in the UK credit default swap market: An empirical matching approach
Gerardo Ferrara, Jun Sung Kim, Bonsoo Koo, et al.
Economic Modelling (2020) Vol. 94, pp. 58-74
Open Access | Times Cited: 2
How Trade Matching Forms in the Credit Default Swap Market
Jun Sung Kim, Gerardo Ferrara, Bonsoo Koo, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
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