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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:

Specification Analysis of Structural Credit Risk Models*
Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Review of Finance (2019)
Open Access | Times Cited: 55

Showing 26-50 of 55 citing articles:

Synthetic Options and Implied Volatility for the Corporate Bond Market
Steven Shu-Hsiu Chen, Hitesh Doshi, Sang Byung Seo
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1295-1325
Open Access | Times Cited: 7
Dynamic optimal capital structure with regime switching
Robert J. Elliott, Jia Shen
Annals of Finance (2015) Vol. 11, Iss. 2, pp. 199-220
Closed Access | Times Cited: 10
Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps
Yinghui Dong, Guojing Wang, Rong Wu
Journal of Applied Probability (2011) Vol. 48, Iss. 2, pp. 404-419
Open Access | Times Cited: 8
An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Huawei Niu, Wei Hua
Economic Modelling (2018) Vol. 78, pp. 47-59
Closed Access | Times Cited: 7
Explaining CDS prices with Merton’s model before and after the Lehman default
Gordon Gemmill, Miriam Marra
Journal of Banking & Finance (2019) Vol. 106, pp. 93-109
Open Access | Times Cited: 7
Asset Variance Risk Premium and Capital Structure
Babak Lotfaliei
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 2, pp. 647-691
Closed Access | Times Cited: 7
A value-at-risk analysis of credit default swaps
Burkhard Raunig, Martin Scheicher
The Journal of Risk (2011) Vol. 13, Iss. 4, pp. 3-29
Open Access | Times Cited: 6
The Structural Approach to Modeling Credit Risk
Jing‐Zhi Huang
Springer eBooks (2010), pp. 665-673
Closed Access | Times Cited: 5
A Default Risk Model under Macroeconomic Conditions
Weiping Li
The Journal of Fixed Income (2013) Vol. 23, Iss. 2, pp. 98-113
Closed Access | Times Cited: 5
Do Largest Shareholders Incentively Affect Financial Sustainability Under Holdings Heterogeneity? Regulation/Intermediary of Financial Constraints Through Managerial Behavior Games
Lipai Zhang
Frontiers in Psychology (2022) Vol. 13
Open Access | Times Cited: 4
Credit Risk Measurement, Decision Analysis, Transformation and Upgrading for Financial Big Data
Wenshuai Wu
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 4
Default risk premium and asset prices
Raffaele Corvino, Gianluca Fusai
Journal of Financial Stability (2022) Vol. 60, pp. 101014-101014
Open Access | Times Cited: 4
Explaining Debt Recovery Using an Endogenous Bankruptcy Model
Wulin Suo, Wei Wang, Amber Qi Zhang
The Journal of Fixed Income (2013) Vol. 23, Iss. 2, pp. 114-131
Closed Access | Times Cited: 4
Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market
Zhijian Huang, Yuchen Luo
Journal of risk and financial management (2016) Vol. 9, Iss. 2, pp. 3-3
Open Access | Times Cited: 3
Same firm, two volatilities: How variance risk is priced in credit and equity markets
Arben Kita, Daniel L. Tortorice
Journal of Corporate Finance (2021) Vol. 69, pp. 101885-101885
Closed Access | Times Cited: 4
The role of asset payouts in the estimation of default barriers
Alexandros Bougias, Athanasios Episcopos, George N. Leledakis
International Review of Financial Analysis (2022) Vol. 81, pp. 102091-102091
Open Access | Times Cited: 3
An empirical evaluation of alternative fundamental models of credit spreads
Austin Murphy, Adrian Headley
International Review of Financial Analysis (2022) Vol. 81, pp. 102122-102122
Closed Access | Times Cited: 3
Counterparty Risk: A Review
Stuart M. Turnbull
Annual Review of Financial Economics (2014) Vol. 6, Iss. 1, pp. 241-258
Open Access | Times Cited: 2
Deep Learning Credit Risk Modeling
Gerardo Manzo, Xiao Qiao
The Journal of Fixed Income (2021) Vol. 31, Iss. 2, pp. 101-127
Closed Access | Times Cited: 3
Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models
Michael B. Gordy, Søren Willemann
Finance and Economics Discussion Series (2010) Vol. 2010, Iss. 05, pp. 1-27
Open Access | Times Cited: 1
Debt Dynamics and Credit Risk
Peter Feldhütter, Stephen M. Schaefer
SSRN Electronic Journal (2019)
Open Access | Times Cited: 1
An Empirical Examination of the Term Structure Fundamentals of Credit Spreads
Austin Murphy, Adrian Headley
The Journal of Fixed Income (2020) Vol. 30, Iss. 1, pp. 6-28
Closed Access | Times Cited: 1
Mimicking Credit Ratings by a Perpetual-Debt Structural Model
Gaia Barone
SSRN Electronic Journal (2014)
Open Access
Essays on Credit Risk
Matteo Borghi
(2013)
Closed Access
Empirical test of structural model under time-varying volatility
ken liu
(2013)
Closed Access

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