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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:

What Moves CDS Spreads?
Dragon Yongjun Tang, Hong Yan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 27

Showing 1-25 of 27 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: 140
Does economic policy uncertainty drive CDS spreads?
Tomasz Piotr Wisniewski, Brendan John Lambe
International Review of Financial Analysis (2015) Vol. 42, pp. 447-458
Open Access | Times Cited: 93
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Concentrated Capital Losses and the Pricing of Corporate Credit Risk
Emil Siriwardane
SSRN Electronic Journal (2015)
Open Access | Times Cited: 54
The liquidity premium in CDS transaction prices: Do frictions matter?
Monika Gehde-Trapp, Yalın Gündüz, Julia Nasev
Journal of Banking & Finance (2015) Vol. 61, pp. 184-205
Open Access | Times Cited: 31
News sentiment and sovereign credit risk
Lara Cathcart, Nina Gotthelf, Matthias Uhl, et al.
European Financial Management (2019) Vol. 26, Iss. 2, pp. 261-287
Open Access | Times Cited: 21
Macroeconomic Conditions and Credit Default Swap Spread Changes
Tong Suk Kim, Jae Won Park, Yuen Jung Park
Journal of Futures Markets (2017) Vol. 37, Iss. 8, pp. 766-802
Closed Access | Times Cited: 19
European banks after the global financial crisis: a new landscape
Marisa Basten, Antonio Sánchez Serrano
Journal of Banking Regulation (2018) Vol. 20, Iss. 1, pp. 51-73
Closed Access | Times Cited: 17
Do CDS spreads move with commonality in liquidity?
Christian Meine, Hendrik Supper, Gregor Weiß
Review of Derivatives Research (2015) Vol. 18, Iss. 3, pp. 225-261
Closed Access | Times Cited: 11
The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price Discovery
Paulo Pereira da Silva, Carlos Vieira, Isabel Vieira
The Journal of Derivatives (2016) Vol. 23, Iss. 4, pp. 74-98
Closed Access | Times Cited: 10
Fundamental determinants of credit default risk for European and American banks
Patrycja Chodnicka-Jaworska, Piotr Jaworski
JOURNAL OF INTERNATIONAL STUDIES (2017) Vol. 10, Iss. 3, pp. 51-63
Open Access | Times Cited: 10
Middlemen Matter: Corporate Bond Market Liquidity and Dealer Inventory Funding
Andreas C. Rapp
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 8
The reward for trading illiquid maturities in credit default swap markets
Armen Arakelyan, Gonzalo Rubio, Pedro Serrano
International Review of Economics & Finance (2015) Vol. 39, pp. 376-389
Closed Access | Times Cited: 5
Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
Arkady Gevorkyan, Willi Semmler
Empirica (2015) Vol. 43, Iss. 1, pp. 1-35
Closed Access | Times Cited: 4
What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply
Daisuke Miyakawa, Shuji Watanabe
International Review of Finance (2014) Vol. 14, Iss. 1, pp. 1-28
Closed Access | Times Cited: 4
Sectorial Asset Allocation 2006-2012
Álvaro Chamizo, Alfonso Novales
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 2
The Price Impact of CDS Trading
Yalın Gündüz, Julia Nasev, Monika Gehde-Trapp
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 2
CDS Spreads: an Empirical Analysis on the Determinants
Eliana Angelini, Elisa Di Febo
(2014) Vol. 2, Iss. 2, pp. 70-87
Closed Access | Times Cited: 1
The Determinants of CDS Spreads: Evidence from the Model Space
Matthias Pelster, Johannes Vilsmeier
SSRN Electronic Journal (2016)
Open Access | Times Cited: 1
Can mutual fund flows serve as market risk sentiment?
Hsin‐Hui Chiu, Lu Zhu
The Journal of Risk Finance (2017) Vol. 18, Iss. 2, pp. 159-185
Closed Access | Times Cited: 1
The Relevance of Market Variables in the CDS Spread Volatility: An Empirical Post-crisis Analysis
Elisa Di Febo, Eliana Angelini
Global Business Review (2018) Vol. 19, Iss. 6, pp. 1462-1477
Closed Access | Times Cited: 1
Essays on liquidity risk, credit market contagion, and corporate cash holdings
Mahmut Ilerisoy
(2015)
Closed Access
Macroeconomic Variables and the Sovereign Risk Premia in EMU, Non-EMU EU, and Developed Countries
Arkady Gevorkyan, Willi Semmler
(2014)
Closed Access
The uses and the valuation methods of Credit Default Swaps
Θεόδωρος Ι. Χαντζής
(2015)
Closed Access
Measuring credit risk: The relation between CDS Spreads, the modified Merton model and credit ratings
Johannes Wedin, Christian Severinsson
(2013)
Closed Access
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