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:

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

Showing 26-50 of 52 citing articles:

Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.
Peiwan Wang, Lu Zong
The North American Journal of Economics and Finance (2019) Vol. 54, pp. 101113-101113
Closed Access | Times Cited: 22

Robust optimization of mixed CVaR STARR ratio using copulas
Anubha Goel, Amita Sharma, Aparna Mehra
Journal of Computational and Applied Mathematics (2018) Vol. 347, pp. 62-83
Open Access | Times Cited: 20

A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets
Yanting Zheng, Xin Luan, Xin Lu, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102920-102920
Open Access | Times Cited: 6

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

Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
Imtiaz Sifat, Azhar Mohamad, Zhang Hengchao, et al.
European Journal of Finance (2022) Vol. 29, Iss. 2, pp. 185-206
Open Access | Times Cited: 8

Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas
Lumengo Bonga‐Bonga, Johannes Jurgens Hendriks
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access | Times Cited: 1

Detecting signed spillovers in global financial markets: A Markov-switching approach
Moses Kangogo, Vladimir Volkov
International Review of Financial Analysis (2022) Vol. 82, pp. 102161-102161
Closed Access | Times Cited: 7

Price dependence among the major EU extra virgin olive oil markets: a time scale analysis
Dimitrios Panagiotou, Athanassios Stavrakoudis
Review of Agricultural Food and Environmental Studies (2022) Vol. 104, Iss. 1, pp. 1-26
Open Access | Times Cited: 7

ESG, Risk, and (Tail) Dependence
Karoline Bax, Özge Uysal Şahin, Claudia Czado, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 8

Does machine learning help private sectors to alarm crises? Evidence from China’s currency market
Peiwan Wang, Lu Zong
Physica A Statistical Mechanics and its Applications (2023) Vol. 611, pp. 128470-128470
Closed Access | Times Cited: 3

Measurement of risk spillover effect based on EV-Copula method
Yuexu Zhao, Weiqi Xu
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 3

Uncertainty in Euro area and the bond spreads
Κωνσταντίνος Γκίλλας, Αθανάσιος Τσαγκανός, Argyro Svingou, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 537, pp. 122643-122643
Closed Access | Times Cited: 7

FINANCIAL CONTAGION BETWEEN THE US AND EMERGING MARKETS: COVID-19 PANDEMIC CASE
Paula Heliodoro, Rui Dias, Paulo Alexandre
International Scientific Conference EMAN. Economics & Management: How to Cope With Disrupted Times (2020), pp. 1-9
Closed Access | Times Cited: 5

Is small beautiful? The resilience of small banks during the European debt crisis
Liu Cai, Simone Varotto
International Review of Financial Analysis (2021) Vol. 76, pp. 101793-101793
Open Access | Times Cited: 5

A novel estimation of time-varying quantile correlation for financial contagion detection
Wuyi Ye, Ming-Ge Li, Yuehua Wu
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101796-101796
Closed Access | Times Cited: 3

Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula
John Weirstrass Muteba Mwamba, Sutene Mwambetania Mwambi
(2021)
Open Access | Times Cited: 2

COVID-19 ve Küresel Finansal Krizi Finansal Risk Bağlantılığı: Frekans Bağlantılığı Yöntemi Uygulaması
Onur Polat
İzmir İktisat Dergisi (2020) Vol. 35, Iss. 3, pp. 623-634
Open Access | Times Cited: 1

ESG, Risk, and (Tail) Dependence
Karoline Bax, Özge Uysal Şahin, Claudia Czado, et al.
RePEc: Research Papers in Economics (2021)
Open Access | Times Cited: 1

STUDY OF THE IMPACT OF INTERNATIONAL FINANCIAL CRISIS ON TAIWAN’S GAME INDUSTRY AND INVESTORS
Bi-Huei Tsai
International Journal of Management Innovation & Entrepreneurial Research (2018) Vol. 4, Iss. 2, pp. 13-18
Closed Access

On the paradigm shift of asset pricing models, before and after the global financial crisis
Carolina Carbajal-De-Nova, Francisco Venegas-Martı́nez
PANORAMA ECONÓMICO (2019) Vol. 15, Iss. 29, pp. 7-38
Open Access

A risk analysis of step-down equity-linked securities based on regime-switching copula
Manh Duc Nguyen, Bangwon Ko, Hyuk-Sung Kwon
Communications for Statistical Applications and Methods (2020) Vol. 27, Iss. 1, pp. 79-95
Open Access

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