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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:

Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
Satish Kumar, Aviral Kumar Tiwari, Yogesh Chauhan, et al.
International Review of Financial Analysis (2018) Vol. 63, pp. 273-284
Closed Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
Yanran Ma, Dayong Zhang, Qiang Ji, et al.
Energy Economics (2019) Vol. 81, pp. 536-544
Closed Access | Times Cited: 137
Exploring the risk spillover effects among China's pilot carbon markets: A regular vine copula-CoES approach
Bangzhu Zhu, Xinxing Zhou, Xianfeng Liu, et al.
Journal of Cleaner Production (2019) Vol. 242, pp. 118455-118455
Closed Access | Times Cited: 95
Volatility connectedness in global foreign exchange markets
Tiange Wen, Gang‐Jin Wang
Journal of Multinational Financial Management (2020) Vol. 54, pp. 100617-100617
Closed Access | Times Cited: 91
A conditional dependence approach to CO2-energy price relationships
Julien Chevallier, Duc Khuong Nguyen, Juan C. Reboredo
Energy Economics (2019) Vol. 81, pp. 812-821
Open Access | Times Cited: 76
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Maoxi Tian, Rim El Khoury, Muneer M. Alshater
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101712-101712
Closed Access | Times Cited: 33
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 1, pp. 183-203
Open Access | Times Cited: 19
Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS
Kamrul Hassan, Ariful Hoque, Muammer Wali, et al.
Energy Economics (2020) Vol. 92, pp. 104985-104985
Closed Access | Times Cited: 34
Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches
Ngô Thái Hưng, Linh Thi My Nguyen, Xuan Vinh Vo
Journal of International Financial Markets Institutions and Money (2022) Vol. 81, pp. 101628-101628
Closed Access | Times Cited: 21
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Xiangning Wang, Qian Huang, Shuguang Zhang
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101939-101939
Closed Access | Times Cited: 12
Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening
Farzaneh Ahmadian-Yazdi, Amin Sokhanvar, Soheil Roudari, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
BRICS currencies as safe havens and hedges: An empirical analysis of their potential for G7 stock markets before and during the COVID-19 pandemic
Ewa Feder‐Sempach, Piotr Szczepocki, Joanna Bogołębska
Economic and Political Studies (2025), pp. 70-96
Closed Access
The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries
Qian Huang, Xiangning Wang, Shuguang Zhang
The North American Journal of Economics and Finance (2020) Vol. 56, pp. 101340-101340
Closed Access | Times Cited: 28
Forecasting stock returns with cycle-decomposed predictors
Yongsheng Yi, Feng Ma, Yaojie Zhang, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 250-261
Closed Access | Times Cited: 26
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Kunliang Jiang, Wuyi Ye
Economic Modelling (2022) Vol. 117, pp. 106046-106046
Closed Access | Times Cited: 14
Spillover Effects Between Stock Prices and Exchange Rates for the Central and Eastern European Countries
Ngô Thái Hưng
Global Business Review (2019) Vol. 23, Iss. 2, pp. 259-286
Closed Access | Times Cited: 25
Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach
Mohd Ziaur Rehman, Aviral Kumar Tiwari, Durga Prasad Samontaray
Borsa Istanbul Review (2021) Vol. 22, Iss. 1, pp. 145-155
Open Access | Times Cited: 18
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
Aviral Kumar Tiwari, Sangram Keshari Jena, Satish Kumar, et al.
Annals of Operations Research (2021) Vol. 315, Iss. 1, pp. 429-461
Closed Access | Times Cited: 16
The time-varying spillover effect of China’s stock market during the COVID-19 pandemic
Xueyong Liu, Zhihua Chen, Zhensong Chen, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 603, pp. 127821-127821
Open Access | Times Cited: 12
Effect of geographical distance between underwriters and listed companies on IPO underpricing: Evidence from China's A-share market
Feng Wang, Wei Chai, Bin Yan, et al.
International Review of Economics & Finance (2022) Vol. 79, pp. 340-352
Closed Access | Times Cited: 10
Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis
Heni Boubaker, Mouna Ben Saad Zorgati, Nawres Bannour
Economic Analysis and Policy (2021) Vol. 71, pp. 592-608
Open Access | Times Cited: 14
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula
John Weirstrass Muteba Mwamba, Sutene Mwambetania Mwambi
International Journal of Financial Studies (2021) Vol. 9, Iss. 2, pp. 30-30
Open Access | Times Cited: 13
Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
Qunwei Wang, Mengmeng Liu, Ling Xiao, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102025-102025
Closed Access | Times Cited: 9
Impact of stock market trading on currency market volatility spillovers
Hasan F. Baklaci, Berna Aydoğan, Tezer Yelkenci
Research in International Business and Finance (2020) Vol. 52, pp. 101182-101182
Closed Access | Times Cited: 13
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
Sheung-Chi Chow, Rangan Gupta, Muhammad Tahir Suleman, et al.
Journal of Reviews on Global Economics (2019) Vol. 8, pp. 239-257
Open Access | Times Cited: 12
Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network
Kelong Li, Chi Xie, Yingbo Ouyang, et al.
Complexity (2023) Vol. 2023, pp. 1-17
Open Access | Times Cited: 4
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