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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:

A Survey of Systemic Risk Analytics
Dimitrios Bisias, Mark D. Flood, Andrew W. Lo, et al.
Annual Review of Financial Economics (2012) Vol. 4, Iss. 1, pp. 255-296
Open Access | Times Cited: 623

Showing 26-50 of 623 citing articles:

Dynamic Interpretation of Emerging Risks in the Financial Sector
Kathleen Hanley, Gerard Hoberg
Review of Financial Studies (2019) Vol. 32, Iss. 12, pp. 4543-4603
Closed Access | Times Cited: 122
Banks and the real economy: An assessment of the research
Allen N. Berger, Philip Molyneux, John O. S. Wilson
Journal of Corporate Finance (2019) Vol. 62, pp. 101513-101513
Open Access | Times Cited: 120
Banks' Non-Interest Income and Systemic Risk
Markus K. Brunnermeier, Dong Guo, Darius Palia
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 117
Changes in Cross-Correlations as an Indicator for Systemic Risk
Zeyu Zheng, Boris Podobnik, Ling Feng, et al.
Scientific Reports (2012) Vol. 2, Iss. 1
Open Access | Times Cited: 115
Connectedness and risk spillovers in China’s stock market: A sectoral analysis
Fei Wu, Dayong Zhang, Zhiwei Zhang
Economic Systems (2019) Vol. 43, Iss. 3-4, pp. 100718-100718
Closed Access | Times Cited: 109
Measuring systemic risk in the European banking sector: a copula CoVaR approach
Emmanouil Karimalis, Nikos K. Nomikos
European Journal of Finance (2017) Vol. 24, Iss. 11, pp. 944-975
Open Access | Times Cited: 108
Large Deviations for a Mean Field Model of Systemic Risk
Josselin Garnier, George Papanicolaou, Tzu-Wei Yang
SIAM Journal on Financial Mathematics (2013) Vol. 4, Iss. 1, pp. 151-184
Open Access | Times Cited: 105
Assessing contagion risk from energy and non-energy commodity markets
Bernardina Algieri, Arturo Leccadito
Energy Economics (2017) Vol. 62, pp. 312-322
Closed Access | Times Cited: 104
Bank liquidity creation and systemic risk
Denis Davydov, Sami Vähämaa, Sara Yasar
Journal of Banking & Finance (2020) Vol. 123, pp. 106031-106031
Closed Access | Times Cited: 104
Asset Price Bubbles and Systemic Risk
Markus K. Brunnermeier, Simon Rother, Isabel Schnabel
Review of Financial Studies (2020) Vol. 33, Iss. 9, pp. 4272-4317
Closed Access | Times Cited: 101
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Weiping Zhang, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101248-101248
Closed Access | Times Cited: 100
Machine Learning for Financial Risk Management: A Survey
Akib Mashrur, Wei Luo, Nayyar A. Zaidi, et al.
IEEE Access (2020) Vol. 8, pp. 203203-203223
Open Access | Times Cited: 100
Systemic risk, financial markets, and performance of financial institutions
Edward M.H. Lin, Edward W. Sun, Min‐Teh Yu
Annals of Operations Research (2016) Vol. 262, Iss. 2, pp. 579-603
Closed Access | Times Cited: 96
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?
Gang‐Jin Wang, Chi Xie, Longfeng Zhao, et al.
Journal of International Financial Markets Institutions and Money (2018) Vol. 57, pp. 205-230
Closed Access | Times Cited: 95
The impact of downward/upward oil price movements on metal prices
Juan C. Reboredo, Andrea Ugolini
Resources Policy (2016) Vol. 49, pp. 129-141
Closed Access | Times Cited: 94
Financial systemic risk measurement based on causal network connectedness analysis
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
International Review of Economics & Finance (2019) Vol. 64, pp. 290-307
Closed Access | Times Cited: 90
Banks’ Noninterest Income and Systemic Risk
Markus K. Brunnermeier, Gang Nathan Dong, Darius Palia
The Review of Corporate Finance Studies (2020)
Open Access | Times Cited: 85
Conclave
Nikolaj Volgushev, Malte Schwarzkopf, Ben Getchell, et al.
(2019)
Open Access | Times Cited: 82
Tail risk and systemic risk of finance and technology (FinTech) firms
Sajid M. Chaudhry, Rizwan Ahmed, Toan Luu Duc Huynh, et al.
Technological Forecasting and Social Change (2021) Vol. 174, pp. 121191-121191
Open Access | Times Cited: 76
Understanding systemic risk induced by climate change
Huimin Li, Xue-Chun Wang, Xiaofan Zhao, et al.
Advances in Climate Change Research (2021) Vol. 12, Iss. 3, pp. 384-394
Open Access | Times Cited: 73
Systemic financial risk early warning of financial market in China using Attention-LSTM model
Zisheng Ouyang, Xite Yang, Yongzeng Lai
The North American Journal of Economics and Finance (2021) Vol. 56, pp. 101383-101383
Closed Access | Times Cited: 61
Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation
Muhammad Rizwan, Ghufran Ahmad, Dawood Ashraf
Emerging Markets Review (2022) Vol. 51, pp. 100890-100890
Open Access | Times Cited: 47
Tail-event driven NETwork dependence in emerging markets
Muhammad Abubakr Naeem, Imran Yousaf, Sitara Karim, et al.
Emerging Markets Review (2022) Vol. 55, pp. 100971-100971
Open Access | Times Cited: 40
Climate change and financial systemic risk: Evidence from US banks and insurers
Domenico Curcio, Igor Gianfrancesco, Davide Vioto
Journal of Financial Stability (2023) Vol. 66, pp. 101132-101132
Open Access | Times Cited: 38
Cross-Border Bank Flows and Systemic Risk
George Andrew Karolyi, John Sedunov, Alvaro G. Taboada
Review of Finance (2023) Vol. 27, Iss. 5, pp. 1563-1614
Open Access | Times Cited: 27

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