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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:

Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic
Kai Shi
Journal of risk and financial management (2021) Vol. 14, Iss. 3, pp. 112-112
Open Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network
Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman
Emerging Markets Review (2023) Vol. 54, pp. 101002-101002
Closed Access | Times Cited: 48
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
Samuel Kwaku Agyei, Peterson Owusu, Ahmed Bossman, et al.
PLoS ONE (2022) Vol. 17, Iss. 7, pp. e0271088-e0271088
Open Access | Times Cited: 44
Quantile and asymmetric return connectedness among BRICS stock markets
Kingstone Nyakurukwa, Yudhvir Seetharam
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00303-e00303
Closed Access | Times Cited: 23
International trade network and stock market connectedness: Evidence from eleven major economies
Kefei You, V.L. Raju Chinthalapati, Tapas Mishra, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101939-101939
Open Access | Times Cited: 11
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Yarema Okhrin, Gazi Salah Uddin, Muhammad Yahya
Energy Economics (2023) Vol. 125, pp. 106853-106853
Closed Access | Times Cited: 13
Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors
Ata Assaf, Mohammad Al‐Shboul, Khaled Mokni, et al.
Emerging Markets Review (2025), pp. 101253-101253
Closed Access
Volatility Spillovers Among EAGLE Economies: Insights from Frequency-Based TVP-VAR Connectedness
Yakup Arı, Hakan Kurt, Harun Uçak
Mathematics (2025) Vol. 13, Iss. 8, pp. 1256-1256
Open Access
Volatility Persistence and Spillover Effects of Indian Market in the Global Economy: A Pre- and Post-Pandemic Analysis Using VAR-BEKK-GARCH Model
Narayana Maharana, Ashok Kumar Panigrahi, Suman Kalyan Chaudhury
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 294-294
Open Access | Times Cited: 4
The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure
Francisco Jareño, Ana Escribano, Zaghum Umar
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 10
Return and volatility connectedness among the BRICS stock and oil markets
Hao-Wen Chang, Tsangyao Chang, Chien‐Chiang Lee
Resources Policy (2023) Vol. 86, pp. 104241-104241
Closed Access | Times Cited: 9
Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive‐Based Frequency‐Domain Approach
Emmanuel Asafo‐Adjei, Anokye M. Adam, Anthony Adu-Asare Idun, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 15
Quantile connectedness amongst BRICS equity markets during the COVID-19 pandemic and Russia–Ukraine war
Izunna Anyikwa, Andrew Phiri
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 8
What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis
Ahmed Bossman, Тамара Теплова, Zaghum Umar
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
What drives currency connectedness? Evidence from the BRICS currencies
Shi He, Zhengtao Cheng, Wenhao Wang, et al.
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
Frequency volatility connectedness and market integration in international real estate investment trusts
Kim Hiang Liow, Jeong Seop Song
Finance research letters (2021) Vol. 45, pp. 102174-102174
Closed Access | Times Cited: 15
Causal interactions and financial contagion among the BRICS stock markets under rare events: a Liang causality analysis
Xunfa Lu, Jingjing Sun, Wei Guo, et al.
International Journal of Emerging Markets (2023)
Closed Access | Times Cited: 4
Symmetric and asymmetric volatility spillover among BRICS countries' stock markets
Bashir Ahmad Joo, Younis Ahmed Ghulam, Simtiha Ishaq Mir
DECISION (2023) Vol. 50, Iss. 4, pp. 473-488
Closed Access | Times Cited: 3
Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets
Vladimir Balash, Alexey Faizliev, Sergei Sidorov, et al.
Mathematics (2021) Vol. 9, Iss. 19, pp. 2484-2484
Open Access | Times Cited: 7
Risk spillovers between China and other BRICS countries during COVID-19 pandemic: A CoVaR-copula approach
Yangnan Cheng, Jianxu Liu, Songsak Sriboonchitta
Journal of Physics Conference Series (2021) Vol. 1978, Iss. 1, pp. 012043-012043
Open Access | Times Cited: 5
Information Flow between Stock Returns of Advanced Markets and Emerging/Frontier African Economies
Umar‐Farouk Atipaga, Paul Alagidede, George Tweneboah
(2024)
Closed Access
Analyzing downside risk of BRICS stock indices: insights from value at risk and time series econometrics
Younis Ahmed Ghulam, Bashir Ahmad Joo
Journal of Financial Economic Policy (2024)
Closed Access
Volatility Spillover and Connectedness Between SME and Main Markets of India and China
Pradeep Kumar Behera, Naresh Chandra Sahu, Abhisek Mahanta
Asia-Pacific Financial Markets (2024)
Closed Access
Information Flow between Stock Returns of Advanced Markets and Emerging African Economies.
Umar‐Farouk Atipaga, Paul Alagidede, George Tweneboah
Research in International Business and Finance (2024) Vol. 73, pp. 102603-102603
Open Access
Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation
Halilibrahim Gökgöz, Salha Ben Salem, Azza Béjaoui, et al.
International Journal of Finance & Economics (2024)
Open Access
COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries
Carlos David Cardona-Arenas, Rafael Gómez-Gómez, Eliana Morales Zuluaga
SN Business & Economics (2023) Vol. 3, Iss. 5
Open Access | Times Cited: 1
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