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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:

Are Market‐Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?
Qi Zhang, Francesco Vallascas, Kevin Keasey, et al.
Journal of money credit and banking (2015) Vol. 47, Iss. 7, pp. 1403-1442
Open Access | Times Cited: 58

Showing 26-50 of 58 citing articles:

Options-based systemic risk, financial distress, and macroeconomic downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
Journal of Financial Markets (2023) Vol. 65, pp. 100834-100834
Open Access | Times Cited: 9
Measuring systemic risk contribution: The leave-one-out z-score method
LI Xi-ping, David Tripe, Chris Malone, et al.
Finance research letters (2019) Vol. 36, pp. 101316-101316
Closed Access | Times Cited: 23
Do Capital Requirements Make Banks Safer? Evidence From a Quasinatural Experiment
Denefa Bostandzic, Felix Irresberger, Ragnar Juelsrud, et al.
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 5, pp. 1805-1833
Open Access | Times Cited: 18
Systemic risk in a structural model of bank default linkages
Yvonne Kreis, Dietmar Leisen
Journal of Financial Stability (2017) Vol. 39, pp. 221-236
Closed Access | Times Cited: 24
Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe
Peter Cincinelli, Elisabetta Pellini, Giovanni Urga
International Review of Financial Analysis (2024) Vol. 94, pp. 103323-103323
Closed Access | Times Cited: 2
Global systemic risk measures and their forecasting power for systemic events
Peter Grundke, Michael Tuchscherer
European Journal of Finance (2018) Vol. 25, Iss. 3, pp. 205-233
Closed Access | Times Cited: 19
Effects of securitization and covered bonds on bank stability
Ahmed Arif
Research in International Business and Finance (2020) Vol. 53, pp. 101196-101196
Closed Access | Times Cited: 17
Research and methodological framework for managing the economic security of financial intermediaries in Ukraine
Наталія Зачосова, Nataliіa Babina, Volodymyr Zanora
Banks and Bank Systems (2018) Vol. 13, Iss. 4, pp. 119-130
Open Access | Times Cited: 18
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
CEO overconfidence, firm-specific factors, and systemic risk: evidence from China
Adnan Safi, Xianrong Yi, Salman Wahab, et al.
Risk Management (2021) Vol. 23, Iss. 1-2, pp. 30-47
Closed Access | Times Cited: 14
The contribution of shadow insurance to systemic risk
Soon Heng Leong, Carlo Bellavite Pellegrini, Giovanni Urga
Journal of Financial Stability (2020) Vol. 51, pp. 100778-100778
Open Access | Times Cited: 14
The impact of COVID-19 related policy interventions on international systemic risk
Mattia Bevilacqua, Meryem Duygun, Davide Vioto
Journal of International Financial Markets Institutions and Money (2023) Vol. 89, pp. 101859-101859
Open Access | Times Cited: 4
Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model
Peter Grundke
Review of Quantitative Finance and Accounting (2018) Vol. 52, Iss. 4, pp. 953-990
Closed Access | Times Cited: 8
Intermediary asset pricing in commodity futures returns
Libo Yin, Jing Nie, Liyan Han
Journal of Futures Markets (2020) Vol. 40, Iss. 11, pp. 1711-1730
Closed Access | Times Cited: 8
Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model
Peter Grundke
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 3
SYSTEMIC RISK IN DANISH BANKS: IMPLEMENTING SRISK IN A DANISH CONTEXT
Oliver Juhler Grinderslev, Kristian Kristiansen
(2016)
Closed Access | Times Cited: 2
Assessing Bankss Systemic Risk Contribution: A Leave-One-Out Approach
Stefano Zedda, Giuseppina Cannas
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 2
Asset encumbrance in banks: Is systemic risk affected?
Fabrizio Cipollini, Federica Ielasi, Francesca Querci
Research in International Business and Finance (2023) Vol. 67, pp. 102123-102123
Open Access | Times Cited: 1
Economic Justice Through Al-Hisbah: Reviewing The Role And Performance Of Market Supervisory Institutions
M. Rizky Oktaviandi, Yogi Yogi
Al-Kharaj Journal of Islamic Economic and Business (2024) Vol. 6, Iss. 1
Open Access
The market impact of systemic risk capital surcharges
Yalın Gündüz
European Financial Management (2022) Vol. 29, Iss. 5, pp. 1401-1440
Open Access | Times Cited: 2
Systemic Risk in a Structural Model of Bank Default Linkages
Yvonne Kreis, Dietmar Leisen
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions
Mita Bhattacharya, John Nkwoma Inekwe
Oxford Bulletin of Economics and Statistics (2021) Vol. 83, Iss. 3, pp. 792-811
Closed Access | Times Cited: 2
Systemic Risk Measurement: Bucketing G-SIBs Between Literature and Supervisory View
Marina Brogi, Valentina Lagasio, Luca Riccetti
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
Smart Systemic-Risk Scores
Sylvain Benoît
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 1
Banks’ Risk Clustering Using K-Means: A Method Based on Size and Individual & Systemic Risks
Mathieu Mercadier, Amine Tarazi, Paul Armand, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1

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