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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:

On the Relative Pricing of Long‐Maturity Index Options and Collateralized Debt Obligations
Pierre Collin‐Dufresne, Robert S. Goldstein, Fan Yang
The Journal of Finance (2012) Vol. 67, Iss. 6, pp. 1983-2014
Closed Access | Times Cited: 98

Showing 26-50 of 98 citing articles:

Cross-hedging strategies between CDS spreads and option volatility during crises
José Da Fonseca, Katrin Gottschalk
Journal of International Money and Finance (2014) Vol. 49, pp. 386-400
Closed Access | Times Cited: 12
Reaching for Yield in the ABS Market: Evidence from German Bank Investments*
Matthias Efing
Review of Finance (2019) Vol. 24, Iss. 4, pp. 929-959
Closed Access | Times Cited: 12
Contingent Claims and Hedging of Credit Risk with Equity Options
Davide Avino, Enrique Salvador
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 310-348
Open Access | Times Cited: 1
Industry Distress Anomaly
Hui Chen, Winston Wei Dou, Hongye Guo, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Securitization bubbles: Structured finance with disagreement about default risk
Tobias Broer
Journal of Financial Economics (2017) Vol. 127, Iss. 3, pp. 505-518
Closed Access | Times Cited: 12
Pricing of Idiosyncratic Equity and Variance Risks
Elise Gourier
RePEc: Research Papers in Economics (2014)
Closed Access | Times Cited: 11
Debt Correlations in the Wake of the Financial Crisis: What are Appropriate Default Correlations for Structured Products?
John M. Griffin, Jordan Nickerson
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 11
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
Contractual incompleteness, limited liability and asset price bubbles
James Dow, Jungsuk Han
Journal of Financial Economics (2015) Vol. 116, Iss. 2, pp. 383-409
Closed Access | Times Cited: 10
An Integrated Approach to Pricing Catastrophe Reinsurance
Carolyn W. Chang, Jack S. K. Chang
Risks (2017) Vol. 5, Iss. 3, pp. 51-51
Open Access | Times Cited: 8
Portfolio optimization in the catastrophe space
Carolyn W. Chang, Jack S. K. Chang, Min‐Teh Yu, et al.
European Financial Management (2020) Vol. 26, Iss. 5, pp. 1414-1448
Closed Access | Times Cited: 8
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
How Integrated Are Credit and Equity Markets? Evidence From Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
CLO Performance
Larry Cordell, Michael J. Roberts, Michael Schwert
(2021)
Open Access | Times Cited: 6
Disastrous Defaults
Christian Gouriéroux, Alain Monfort, Sarah Mouabbi, et al.
Review of Finance (2020) Vol. 25, Iss. 6, pp. 1727-1772
Open Access | Times Cited: 6
Ratings-based Regulation and Systematic Risk Incentives
Giuliano Iannotta, George Pennacchi, João A. C. Santos
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Do Rare Events Explain CDX Tranche Spreads?
Sang Byung Seo, Jessica A. Wachter
(2016)
Open Access | Times Cited: 4
Predation or Self-Defense? Endogenous Competition and Financial Distress
Hui Chen, Winston Wei Dou, Hongye Guo, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5
The Long and Short of It: The Post-Crisis Corporate CDS Market
Nina Boyarchenko, Anna M. Costello, Or Shachar
SSRN Electronic Journal (2019)
Open Access | Times Cited: 5
A Comparative Analysis of Ex Ante Credit Spreads: Structured Finance Versus Straight Debt Finance
Manuel O. Marques, João Pinto
SSRN Electronic Journal (2013)
Open Access | Times Cited: 4
Bayesian Persuasion in Credit Ratings, the Credit Cycle, and the Riskiness of Structured Debt
Maksim Isakin, Alexander David
RePEc: Research Papers in Economics (2015)
Closed Access | Times Cited: 3
Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model
Michael C. Fu, Bingqing Li, Rongwen Wu, et al.
Frontiers of Mathematical Finance (2021) Vol. 1, Iss. 1, pp. 137-137
Open Access | Times Cited: 4
Persistent Crises and Levered Asset Prices
Lars‐Alexander Kuehn, David Schreindorfer, Florian Schulz
Review of Financial Studies (2022) Vol. 36, Iss. 6, pp. 2571-2616
Closed Access | Times Cited: 3
Credit Rating and Pricing: Poles Apart
Andreas Blöchlinger
Journal of risk and financial management (2018) Vol. 11, Iss. 2, pp. 27-27
Open Access | Times Cited: 3
A Benchmark for Collateralized Loan Obligations
Redouane Elkamhi, Ruicong Li, Yoshio Nozawa
Management Science (2024)
Closed Access

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