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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:

Systemic Risk and Stability in Financial Networks
Daron Acemoğlu, Asuman Ozdaglar, Alireza Tahbaz-Salehi
American Economic Review (2015) Vol. 105, Iss. 2, pp. 564-608
Closed Access | Times Cited: 1615

Showing 26-50 of 1615 citing articles:

A Network Formation Model Based on Subgraphs
Arun G. Chandrasekhar, Matthew O. Jackson
The Review of Economic Studies (2025)
Closed Access | Times Cited: 14
Amplification Mechanisms in Liquidity Crises
Arvind Krishnamurthy
American Economic Journal Macroeconomics (2010) Vol. 2, Iss. 3, pp. 1-30
Open Access | Times Cited: 209
Transmission channels of systemic risk and contagion in the European financial network
Nikos Paltalidis, Dimitrios Gounopoulos, Renatas Kizys, et al.
Journal of Banking & Finance (2015) Vol. 61, pp. S36-S52
Open Access | Times Cited: 156
Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
Michael Gofman
Journal of Financial Economics (2016) Vol. 124, Iss. 1, pp. 113-146
Closed Access | Times Cited: 149
Network security and contagion
Daron Acemoğlu, Azarakhsh Malekian, Asu Ozdaglar
Journal of Economic Theory (2016) Vol. 166, pp. 536-585
Open Access | Times Cited: 147
Networks in Production: Asset Pricing Implications
Bernard Herskovic
The Journal of Finance (2018) Vol. 73, Iss. 4, pp. 1785-1818
Closed Access | Times Cited: 136
Interconnectedness in the interbank market
Celso Brunetti, Jeffrey H. Harris, Shawn Mankad, et al.
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 520-538
Open Access | Times Cited: 130
Networks and the Macroeconomy: An Empirical Exploration
Daron Acemoğlu, Ufuk Akcigit, William Kerr
(2015)
Open Access | Times Cited: 127
Structure of a Global Network of Financial Companies Based on Transfer Entropy
Leonidas Sandoval
Entropy (2014) Vol. 16, Iss. 8, pp. 4443-4482
Open Access | Times Cited: 126
Real estate supports rapid development of China's urbanization
Zhaoyang Cai, Qing Liu, Shixiong Cao
Land Use Policy (2020) Vol. 95, pp. 104582-104582
Closed Access | Times Cited: 121
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
Settlement scaling theory: Bridging the study of ancient and contemporary urban systems
José Lobo, Luís M. A. Bettencourt, Michael E. Smith, et al.
Urban Studies (2019) Vol. 57, Iss. 4, pp. 731-747
Closed Access | Times Cited: 112
Interconnectedness as a source of uncertainty in systemic risk
Tarik Roukny, Stefano Battiston, Joseph E. Stiglitz
Journal of Financial Stability (2016) Vol. 35, pp. 93-106
Open Access | Times Cited: 111
Reconstruction methods for networks: The case of economic and financial systems
Tiziano Squartini, Guido Caldarelli, Giulio Cimini, et al.
Physics Reports (2018) Vol. 757, pp. 1-47
Open Access | Times Cited: 105
Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks
Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 103
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
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
Nan Chen, Xin Liu, David D. Yao
Operations Research (2016) Vol. 64, Iss. 5, pp. 1089-1108
Closed Access | Times Cited: 99
Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate
Christian Otto, Sven Willner, Leonie Wenz, et al.
Journal of Economic Dynamics and Control (2017) Vol. 83, pp. 232-269
Open Access | Times Cited: 98
Bank Capital and Dividend Externalities
Viral V. Acharya, Hanh Thi My Le, Hyun Song Shin
Review of Financial Studies (2016) Vol. 30, Iss. 3, pp. 988-1018
Open Access | Times Cited: 97
Statistically validated network of portfolio overlaps and systemic risk
Stanislao Gualdi, Giulio Cimini, Kevin Primicerio, et al.
Scientific Reports (2016) Vol. 6, Iss. 1
Open Access | Times Cited: 96
Fire‐Sale Spillovers in Debt Markets
Antonio Falato, Alı Hortaçsu, Dan Li, et al.
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 3055-3102
Closed Access | Times Cited: 93
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
Using Aggregated Relational Data to Feasibly Identify Network Structure without Network Data
Emily Breza, Arun G. Chandrasekhar, Tyler H. McCormick, et al.
American Economic Review (2020) Vol. 110, Iss. 8, pp. 2454-2484
Open Access | Times Cited: 88
Bank lending and systemic risk: A financial-real sector network approach with feedback
Thiago Christiano Silva, Michel Alexandre, Benjamin Miranda Tabak
Journal of Financial Stability (2017) Vol. 38, pp. 98-118
Closed Access | Times Cited: 88
Capital Buffers in a Quantitative Model of Banking Industry Dynamics
Dean Corbae, Pablo D’Erasmo
Econometrica (2021) Vol. 89, Iss. 6, pp. 2975-3023
Open Access | Times Cited: 85

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