
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:
Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis
Michael Ehrmann, Marcel Fratzscher
Journal of International Money and Finance (2016) Vol. 70, pp. 26-44
Closed Access | Times Cited: 112
Michael Ehrmann, Marcel Fratzscher
Journal of International Money and Finance (2016) Vol. 70, pp. 26-44
Closed Access | Times Cited: 112
Showing 1-25 of 112 citing articles:
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
Ioannis Chatziantoniou, David Gabauer
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 1-14
Open Access | Times Cited: 176
Ioannis Chatziantoniou, David Gabauer
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 1-14
Open Access | Times Cited: 176
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system
David Gabauer
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100680-100680
Closed Access | Times Cited: 130
David Gabauer
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100680-100680
Closed Access | Times Cited: 130
Good and bad volatility spillovers: An asymmetric connectedness
Ahmed BenSaïda
Journal of Financial Markets (2018) Vol. 43, pp. 78-95
Closed Access | Times Cited: 127
Ahmed BenSaïda
Journal of Financial Markets (2018) Vol. 43, pp. 78-95
Closed Access | Times Cited: 127
Nonperforming loans in the euro area: A re core–periphery banking markets fragmented?
Dimitrios Anastasiou, Helen Louri, Efthymios G. Tsionas
International Journal of Finance & Economics (2018) Vol. 24, Iss. 1, pp. 97-112
Closed Access | Times Cited: 79
Dimitrios Anastasiou, Helen Louri, Efthymios G. Tsionas
International Journal of Finance & Economics (2018) Vol. 24, Iss. 1, pp. 97-112
Closed Access | Times Cited: 79
“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
António Afonso, Michael G. Arghyrou, María Dolores Gadea Rivas, et al.
Journal of International Money and Finance (2018) Vol. 86, pp. 1-30
Open Access | Times Cited: 76
António Afonso, Michael G. Arghyrou, María Dolores Gadea Rivas, et al.
Journal of International Money and Finance (2018) Vol. 86, pp. 1-30
Open Access | Times Cited: 76
COVID-19 related media sentiment and the yield curve of G-7 economies
David Y. Aharon, Zaghum Umar, Mukhriz Izraf Azman Aziz, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101678-101678
Closed Access | Times Cited: 32
David Y. Aharon, Zaghum Umar, Mukhriz Izraf Azman Aziz, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101678-101678
Closed Access | Times Cited: 32
Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks
Phuong Thi Thu Vu, Nhan Huynh, Hoa Phan, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101830-101830
Open Access | Times Cited: 17
Phuong Thi Thu Vu, Nhan Huynh, Hoa Phan, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101830-101830
Open Access | Times Cited: 17
Systemic risk measurement: A Quantile Long Short-Term Memory network approach
Imma Lory Aprea, Salvatore Scognamiglio, P Zanetti
Applied Soft Computing (2024) Vol. 152, pp. 111224-111224
Closed Access | Times Cited: 6
Imma Lory Aprea, Salvatore Scognamiglio, P Zanetti
Applied Soft Computing (2024) Vol. 152, pp. 111224-111224
Closed Access | Times Cited: 6
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
Ahmed BenSaïda
International Review of Financial Analysis (2017) Vol. 58, pp. 153-165
Closed Access | Times Cited: 52
Ahmed BenSaïda
International Review of Financial Analysis (2017) Vol. 58, pp. 153-165
Closed Access | Times Cited: 52
The shifting dependence dynamics between the G7 stock markets
Ahmed BenSaïda, Sabri Boubaker, Duc Khuong Nguyen
Quantitative Finance (2018) Vol. 18, Iss. 5, pp. 801-812
Closed Access | Times Cited: 48
Ahmed BenSaïda, Sabri Boubaker, Duc Khuong Nguyen
Quantitative Finance (2018) Vol. 18, Iss. 5, pp. 801-812
Closed Access | Times Cited: 48
Revisiting the Economic Case for Fiscal Union in the Euro Area
Helge Berger, Giovanni Dell’Ariccia, Maurice Obstfeld
IMF Economic Review (2019) Vol. 67, Iss. 3, pp. 657-683
Open Access | Times Cited: 48
Helge Berger, Giovanni Dell’Ariccia, Maurice Obstfeld
IMF Economic Review (2019) Vol. 67, Iss. 3, pp. 657-683
Open Access | Times Cited: 48
Risk premium spillovers among stock markets: Evidence from higher-order moments
Marinela Adriana Finta, Sofiane Aboura
Journal of Financial Markets (2020) Vol. 49, pp. 100533-100533
Open Access | Times Cited: 47
Marinela Adriana Finta, Sofiane Aboura
Journal of Financial Markets (2020) Vol. 49, pp. 100533-100533
Open Access | Times Cited: 47
Financial contagion across major stock markets: A study during crisis episodes
Imen BenMim, Ahmed BenSaïda
The North American Journal of Economics and Finance (2019) Vol. 48, pp. 187-201
Closed Access | Times Cited: 43
Imen BenMim, Ahmed BenSaïda
The North American Journal of Economics and Finance (2019) Vol. 48, pp. 187-201
Closed Access | Times Cited: 43
Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Research in International Business and Finance (2021) Vol. 59, pp. 101566-101566
Closed Access | Times Cited: 37
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Research in International Business and Finance (2021) Vol. 59, pp. 101566-101566
Closed Access | Times Cited: 37
Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmented?
Dimitrios Anastasiou, Helen Louri, Mike Tsionas
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 42
Dimitrios Anastasiou, Helen Louri, Mike Tsionas
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 42
Euro area sovereign bond risk premia before and during the Covid-19 pandemic
Stefano Corradin, Bernd Schwaab
European Economic Review (2023) Vol. 153, pp. 104402-104402
Open Access | Times Cited: 12
Stefano Corradin, Bernd Schwaab
European Economic Review (2023) Vol. 153, pp. 104402-104402
Open Access | Times Cited: 12
Contemporaneous Spillovers Across Foreign Exchange Markets
Ahmed BenSaïda
International Journal of Finance & Economics (2025)
Closed Access
Ahmed BenSaïda
International Journal of Finance & Economics (2025)
Closed Access
Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market
Shietal Ramesh, Rand Kwong Yew Low, Robert W. Faff
Energy Economics (2025) Vol. 143, pp. 108225-108225
Closed Access
Shietal Ramesh, Rand Kwong Yew Low, Robert W. Faff
Energy Economics (2025) Vol. 143, pp. 108225-108225
Closed Access
Resilience of Islamic and conventional equity markets in turbulent times
Maria Jahromi
Journal of Accounting Literature (2025)
Closed Access
Maria Jahromi
Journal of Accounting Literature (2025)
Closed Access
Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone
Yong Jiang, Tony Klein, Yi‐Shuai Ren, et al.
International Review of Financial Analysis (2025), pp. 104190-104190
Closed Access
Yong Jiang, Tony Klein, Yi‐Shuai Ren, et al.
International Review of Financial Analysis (2025), pp. 104190-104190
Closed Access
Joint tests of contagion with applications
Renée Fry-McKibbin, Cody Yu‐Ling Hsiao, Vance L. Martin
Quantitative Finance (2018) Vol. 19, Iss. 3, pp. 473-490
Open Access | Times Cited: 33
Renée Fry-McKibbin, Cody Yu‐Ling Hsiao, Vance L. Martin
Quantitative Finance (2018) Vol. 19, Iss. 3, pp. 473-490
Open Access | Times Cited: 33
Financial contagion across G10 stock markets: A study during major crises
Ahmed BenSaïda, Houda Litimi
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4798-4821
Closed Access | Times Cited: 29
Ahmed BenSaïda, Houda Litimi
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4798-4821
Closed Access | Times Cited: 29
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Zaghum Umar, Yasir Riaz, Adam Zaremba
Applied Economics (2021) Vol. 53, Iss. 18, pp. 2141-2157
Closed Access | Times Cited: 25
Zaghum Umar, Yasir Riaz, Adam Zaremba
Applied Economics (2021) Vol. 53, Iss. 18, pp. 2141-2157
Closed Access | Times Cited: 25
Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model
Zhiwu Hong, Zhenhan Wang, Xinda Li
Research in International Business and Finance (2024) Vol. 70, pp. 102369-102369
Closed Access | Times Cited: 3
Zhiwu Hong, Zhenhan Wang, Xinda Li
Research in International Business and Finance (2024) Vol. 70, pp. 102369-102369
Closed Access | Times Cited: 3
Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis
Harold L. Cole, Daniel Neuhann, Guillermo Ordóñez
The Review of Economic Studies (2024) Vol. 92, Iss. 1, pp. 197-237
Closed Access | Times Cited: 3
Harold L. Cole, Daniel Neuhann, Guillermo Ordóñez
The Review of Economic Studies (2024) Vol. 92, Iss. 1, pp. 197-237
Closed Access | Times Cited: 3