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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:

Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation
Sebastian Poledna, Abraham Hinteregger, Stefan Thurner
Entropy (2018) Vol. 20, Iss. 10, pp. 792-792
Open Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

Non-financial corporations and systemic risk
Mardi Dungey, Thomas Flavin, Thomas O’Connor, et al.
Journal of Corporate Finance (2021) Vol. 72, pp. 102129-102129
Open Access | Times Cited: 35
Financial stability through the lens of complex systems
Grzegorz Hałaj, Serafín Martínez-Jaramillo, Stefano Battiston
Journal of Financial Stability (2024) Vol. 71, pp. 101228-101228
Closed Access | Times Cited: 5
Digital Transformation and Systemic Risk in Non-Financial Companies: A Digital Risk Buffering Perspective
Xiaoming Zhang, X.H. Dong
(2025)
Closed Access
Reconstructing Networks
Giulio Cimini, Rossana Mastrandrea, Tiziano Squartini
(2021)
Open Access | Times Cited: 32
Capital market liberalization and systemic risk of non-financial firms: Evidence from Chinese Stock Connect scheme
Xiaolin Li, Haofei Li, Xinyu Ge, et al.
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102190-102190
Closed Access | Times Cited: 12
Systemic risk in non financial companies: Does governance matter?
Doriana Cucinelli, Maria Gaia Soana
International Review of Financial Analysis (2023) Vol. 87, pp. 102601-102601
Open Access | Times Cited: 11
Systemic Importance and Risk Characteristics of Banks Based on a Multi-Layer Financial Network Analysis
Qianqian Gao, Hong Fan, Chengyang Yu
Entropy (2024) Vol. 26, Iss. 5, pp. 378-378
Open Access | Times Cited: 3
Corporate ESG performance and systemic risk: a network perspective
Gang‐Jin Wang, Xiangmei Lin, You Zhu, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 3
Estimating the impact of supply chain network contagion on financial stability
Zlata Tabachová, Christian Diem, András Borsos, et al.
Journal of Financial Stability (2024), pp. 101336-101336
Open Access | Times Cited: 3
Systemic risk in bank-firm multiplex networks
Shouwei Li, Liu Yifu, Chaoqun Wu
Finance research letters (2019) Vol. 33, pp. 101232-101232
Closed Access | Times Cited: 18
The financial network channel of monetary policy transmission: an agent-based model
Michel Alexandre, Gilberto Tadeu Lima, Luca Riccetti, et al.
Journal of Economic Interaction and Coordination (2023) Vol. 18, Iss. 3, pp. 533-571
Closed Access | Times Cited: 5
Systemic risk and other interdependencies among banks in Bolivia
Jonnathan Caceres-Santos, Anahi Rodriguez-Martinez, Fabio Caccioli, et al.
Latin American Journal of Central Banking (2020) Vol. 1, Iss. 1-4, pp. 100015-100015
Open Access | Times Cited: 12
Controlling systemic risk: Network structures that minimize it and node properties to calculate it
Sebastian M. Krause, Hrvoje Štefančić, Guido Caldarelli, et al.
Physical review. E (2021) Vol. 103, Iss. 4
Open Access | Times Cited: 11
Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network
Manjin Shao, Hong Fan
EPJ Data Science (2024) Vol. 13, Iss. 1
Open Access | Times Cited: 1
Firm commonality, bank connectedness and portfolio riskiness
Ayça Topalog̃lu Bozkurt, Süheyla Özyıldırım
International Review of Economics & Finance (2024), pp. 103746-103746
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
The contribution of the intra-firm exposures network to systemic risk
Victoria Landaberry, Fabio Caccioli, Anahi Rodriguez-Martinez, et al.
Latin American Journal of Central Banking (2021) Vol. 2, Iss. 2, pp. 100032-100032
Open Access | Times Cited: 9
Measuring systemic risk for bank credit networks: A multilayer approach
Eduardo Yanquen, Giacomo Livan, Ricardo Montañez-Enriquez, et al.
Latin American Journal of Central Banking (2022) Vol. 3, Iss. 2, pp. 100049-100049
Open Access | Times Cited: 4
Driver Countries in Global Banking Network
Farzaneh Atyabi, Olha Buchel, Leila Hedayatifar
Entropy (2020) Vol. 22, Iss. 8, pp. 810-810
Open Access | Times Cited: 5
Decoding the systemic risk implications of corporate innovation: Evidence from a three‐period game model and a panel data regression
Xiulu Huang, Rui Zhu, Chuxiong Tang
Managerial and Decision Economics (2024) Vol. 45, Iss. 3, pp. 1618-1632
Closed Access
The Importance of Non-Systemically Important Banks—A Network-Based Analysis for China’s Banking System
Yong Li
Fractal and Fractional (2023) Vol. 7, Iss. 10, pp. 735-735
Open Access | Times Cited: 1
Az intézmények fejlődése és a fejlődés intézményesülése. Benczes István: Gazdasági növekedés és versenyképesség intézményi perspektívában. Ludovika Kiadó, Budapest, 2022, 264 o.
Olivér Kovács
Közgazdasági Szemle (2023) Vol. 70, Iss. 9, pp. 1043-1051
Open Access | Times Cited: 1
Systemic risk measured by the resiliency of the system to initial shocks
Luka Klinčić, Vinko Zlatić, Guido Caldarelli, et al.
Physical review. E (2023) Vol. 108, Iss. 4
Closed Access | Times Cited: 1
Reconstructing Networks
Tiziano Squartini, Rossana Mastrandrea, Giulio Cimini
arXiv (Cornell University) (2021)
Closed Access | Times Cited: 3
How Do Firms Transact? Guesstimation and Validation of Financial Transaction Networks with Satisfiability
Christos Tsigkanos, Alessio Arleo, Johannes Sorger, et al.
(2019) Vol. 30, pp. 15-22
Closed Access | Times Cited: 2
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