Open Access Helper

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:

Robustness of distance-to-default
Cathrine Jessen, David Lando
Journal of Banking & Finance (2014) Vol. 50, pp. 493-505
Open Access | Times Cited: 71

Showing 26-50 of 71 citing articles:

Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector
Daniel Dimitrov, Sweder van Wijnbergen
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
The link between the share of banks’ Level 3 assets and their default risk and default costs
Ulf Mohrmann, Jan Riepe
Review of Quantitative Finance and Accounting (2018) Vol. 52, Iss. 4, pp. 1163-1189
Closed Access | Times Cited: 8
Estimating probabilities of default of different firms and the statistical tests
Amir Ahmad Dar, N. Anuradha, Shahid Qadir
Journal of global entrepreneurship research (2019) Vol. 9, Iss. 1
Open Access | Times Cited: 8
Profitability and the Distance to Default: Evidence from Vietnam Securities Market
Van Thuy Vu, Nhung Hong, Dang Ngoc Hung, et al.
Journal of Asian Finance Economics and Business (2019) Vol. 6, Iss. 4, pp. 53-63
Open Access | Times Cited: 8
Convertible debt and asset substitution of multinational corporations
Jonathan A. Batten, Karren Lee‐Hwei Khaw, Martin R. Young
Journal of Corporate Finance (2020) Vol. 67, pp. 101843-101843
Closed Access | Times Cited: 8
Bankruptcy Prediction of Privately Held Smes Using Feature Selection Methods
Florentina Paraschiv, Markus Schmid, Ranik Raaen Wahlstrøm
(2023)
Closed Access | Times Cited: 2
Predicting Default Merton vs. Leland
Jens Forssbæck, Anders Vilhelmsson
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
Credit risk clustering in a business group: Which matters more, systematic or idiosyncratic risk?
Feng Li, Zhuojing He
Cogent Economics & Finance (2019) Vol. 7, Iss. 1, pp. 1632528-1632528
Open Access | Times Cited: 5
Bank default indicators with volatility clustering
Turalay Kenç, Emrah İsmail Çevik, Sel Dibooğlu
Annals of Finance (2020) Vol. 17, Iss. 1, pp. 127-151
Closed Access | Times Cited: 5
A Comprehensive Approach for Calculating Banking Sector Risks
Carmelo Salleo, Alberto Grassi, Constantinos Kyriakopoulos
International Journal of Financial Studies (2020) Vol. 8, Iss. 4, pp. 69-69
Open Access | Times Cited: 5
Measuring sovereign credit risk using a structural model approach
Han‐Hsing Lee, Kuanyu Shih, Kehluh Wang
Review of Quantitative Finance and Accounting (2015) Vol. 47, Iss. 4, pp. 1097-1128
Closed Access | Times Cited: 4
Incorporating funding costs in top-down stress tests
Søren Korsgaard
Journal of Financial Stability (2020) Vol. 52, pp. 100798-100798
Open Access | Times Cited: 4
Securitization and Credit Quality
David Marques Ibanez
IMF Working Paper (2016) Vol. 16, Iss. 221, pp. 1-1
Open Access | Times Cited: 2
Ensemble Machine Learning Models in Financial Distress Prediction: Evidence from China
Yi Ling, Pang Paul Wang
Journal of Mathematical Finance (2024) Vol. 14, Iss. 02, pp. 226-242
Open Access
Introducing and testing the Carr model of default
Federico Maglione
Quantitative Finance (2024), pp. 1-22
Closed Access
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options
Constantin Siggelkow
Journal of Derivatives and Quantitative Studies 선물연구 (2024)
Open Access
Have ratings become more accurate?
Zvika Afik, Koresh Galil
Journal of Banking & Finance (2024), pp. 107337-107337
Closed Access
Competition and Bank Risk the Role of Securitization and Bank Capital
Yener Altunbaş, David Marqués-Ibáñez, Michiel van Leuvensteijn, et al.
IMF Working Paper (2019) Vol. 19, Iss. 140, pp. 1-1
Open Access | Times Cited: 3

Asish Saha, Hayati Ahmad, Hock Eam Lim, et al.
Asian Academy of Management Journal of Accounting and Finance (2019) Vol. 15, Iss. 2
Open Access | Times Cited: 3
Estimating volatility clustering and variance risk premium effects on bank default indicators
Turalay Kenç, Emrah İsmail Çevik
Review of Quantitative Finance and Accounting (2021) Vol. 57, Iss. 4, pp. 1373-1392
Open Access | Times Cited: 3
The size effect and default risk: Evidence from the Vietnamese stock market
Le Quy Duong, Philippe Bertrand
Review of Financial Economics (2021) Vol. 40, Iss. 4, pp. 377-388
Closed Access | Times Cited: 3
Do Accounting, Market, and Macroeconomic Factors Affect Financial Distress? Evidence in Indonesia
Muhammad Taufik, Clarita Valeria Sugianto
TIJAB (The International Journal of Applied Business) (2021) Vol. 5, Iss. 2, pp. 166-166
Open Access | Times Cited: 3
The relationship between distance-to-default and CDS spreads as measures of default risk
Kim Ristolainen
Journal of Banking and Financial Economics (2016) Vol. 2016, Iss. 1, pp. 121-143
Open Access | Times Cited: 1
Realized Bank Risk During the Great Recession

SSRN Electronic Journal (2015)
Open Access | Times Cited: 1
Bankruptcy Prediction Based on Stochastic Processes: A New Model Class to Predict Corporate Bankruptcies?
Jan Klobucnik, David Miersch, Soenke Sievers
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 1

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