Open Access Helper

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:

Central clearing of OTC derivatives: Bilateral vs multilateral netting
Rama Cont, Thomas Kokholm
Statistics & Risk Modeling (2014) Vol. 31, Iss. 1, pp. 3-22
Open Access | Times Cited: 125

Showing 26-50 of 125 citing articles:

Central Clearing Valuation Adjustment
Yannick Armenti, Stéphane Crépey
SIAM Journal on Financial Mathematics (2017) Vol. 8, Iss. 1, pp. 274-313
Open Access | Times Cited: 22
Margin requirements and systemic liquidity risk
Mohamed Bakoush, Enrico Gerding, Simon Wolfe
Journal of International Financial Markets Institutions and Money (2018) Vol. 58, pp. 78-95
Open Access | Times Cited: 22
Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets
Stefano Alderighi, Siobhan Cleary, Padmasai Varanasi
Journal of International Money and Finance (2019) Vol. 99, pp. 102070-102070
Closed Access | Times Cited: 20
The impact of margin requirements on voluntary clearing decisions
Esen Onur, David Reiffen, Rajiv Sharma
Journal of Financial Markets (2024) Vol. 68, pp. 100892-100892
Closed Access | Times Cited: 2
When does portfolio compression reduce systemic risk?
Luitgard Anna Maria Veraart
Mathematical Finance (2022) Vol. 32, Iss. 3, pp. 727-778
Open Access | Times Cited: 11
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question
Mario Bellia, Giulio Girardi, Roberto Panzica, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 18
Credit Default Swaps and Systemic Risk
Rama Cont, Andreea Minca
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 16
Does OTC Derivatives Reform Incentivize Central Clearing?
Samim Ghamami, Paul Glasserman
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 15
Margin Requirements for Non-Cleared Derivatives
Rama Cont
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 16
CCP Resilience and Clearing Membership
Angela Armakolla, Jean‐Paul Laurent
SSRN Electronic Journal (2015)
Open Access | Times Cited: 14
Fundamental questions on central counterparties: A review of the literature
Ron Berndsen
Journal of Futures Markets (2021) Vol. 41, Iss. 12, pp. 2009-2022
Open Access | Times Cited: 12
Compressing Over-the-Counter Markets
Marco D’Errico, Tarik Roukny
SSRN Electronic Journal (2017)
Open Access | Times Cited: 14
Models of Financial Stability and Their Application in Stress Tests ✶ ✶The authors thank Tobias Adrian, Fabio Caccioli, Agostino Capponi, Darrell Duffie, Luca Enriques, Cars Hommes, Sujit Kapadia, Blake LeBaron, Alan D. Morrison, Paul Nahai-Williamson, James Paulin, Peyton Young, Garbrand Wiersema, an anonymous reviewer, and the participants of the Workshop for the Handbook of Computational Economics for their valuable comments and suggestions. The usual disclaimers apply.
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis, et al.
Handbook of computational economics (2018), pp. 329-391
Closed Access | Times Cited: 13
Contagion in the CDS Market
Mark E. Paddrik, Sriram Rajan, Peyton Young
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 12
Systemic risk in markets with multiple central counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
Mathematical Finance (2024)
Open Access | Times Cited: 1
Optimising the multilateral netting of fungible OTC derivatives
Dominic O’Kane
Quantitative Finance (2017) Vol. 17, Iss. 10, pp. 1523-1534
Closed Access | Times Cited: 11
Towards CBDC-supported Smart Contracts for Industrial Stakeholders
Attila Frankó, Bence Olah, Zoltan Sass, et al.
(2022), pp. 1-6
Closed Access | Times Cited: 7
Loss Sharing in Central Clearinghouses: Winners and Losers
Christian Kubitza, Loriana Pelizzon, Mila Getmansky Sherman
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 237-273
Open Access | Times Cited: 1
Hidden Illiquidity with Multiple Central Counterparties
Paul Glasserman, Ciamac C. Moallemi, Kai Yuan
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 10
Capital Markets Union: the need for common laws and common supervision
Jan O. Friedrich, Matthias Thiemann
Vierteljahrshefte zur Wirtschaftsforschung (2017) Vol. 86, Iss. 2, pp. 61-75
Open Access | Times Cited: 10
How safe are central counterparties in credit default swap markets?
Mark E. Paddrik, H. Peyton Young
Mathematics and Financial Economics (2020) Vol. 15, Iss. 1, pp. 41-57
Closed Access | Times Cited: 10
Interbank Clearing in Financial Networks with Multiple Maturities
Michael Kusnetsov, Luitgard Anna Maria Veraart
SSRN Electronic Journal (2018)
Open Access | Times Cited: 10
The Economics of Collateral
Ronald W. Anderson, Karin Jõeveer
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 9
Analyzing the Economics of Financial Market Infrastructures

Advances in finance, accounting, and economics book series (2015)
Closed Access | Times Cited: 9
Anti-cyclical versus risk-sensitive margin strategies in central clearing
Edina Berlinger, Barbara Dömötör, Ferenc Illés
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 117-131
Open Access | Times Cited: 9

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