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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:

Intraday Volatility Spillovers among European Financial Markets during COVID-19
Faheem Aslam, Paulo Ferreira, Khurrum S. Mughal, et al.
International Journal of Financial Studies (2021) Vol. 9, Iss. 1, pp. 5-5
Open Access | Times Cited: 68

Showing 26-50 of 68 citing articles:

Spatial Multivariate GARCH Models and Financial Spillovers
Rosella Giacometti, Gabriele Torri, Kamonchai Rujirarangsan, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 9, pp. 397-397
Open Access | Times Cited: 4
Do Bitcoin Shocks Dominate Other Cryptocurrencies? An Examination Through GARCH Based Dynamic Models
Hassan Javed, Naveed Khan
Asia-Pacific Financial Markets (2024)
Closed Access | Times Cited: 1
On systemic risk contagion in the euro area: Evidence from frequency connectedness and the DY approaches
Onur Polat
Borsa Istanbul Review (2021) Vol. 22, Iss. 3, pp. 441-451
Open Access | Times Cited: 9
Dynamic Connectedness, Spillovers, and Delayed Contagion between Islamic and Conventional Bond Markets: Time- and Frequency-Domain Approach in COVID-19 Era
Peterson Owusu
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 6
The role of COVID-19 in herding: evidence from the Croatian stock market
Nicholas Apergis
Applied Economics (2023) Vol. 56, Iss. 36, pp. 4363-4373
Closed Access | Times Cited: 3
Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia–Ukraine war
Izunna Anyikwa, Andrew Phiri
Studies in Economics and Econometrics (2023) Vol. 47, Iss. 2, pp. 144-168
Closed Access | Times Cited: 3
COVID-19 pandemic and stock market volatility spillovers
chiraz ayadi, Houda Ben Said
Journal of financial reporting & accounting (2023)
Closed Access | Times Cited: 3
Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective
Karim Belcaid, Sara El Aoufi, Mamdouh Abdulaziz Saleh Al‐Faryan
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 4, pp. 1007-1033
Closed Access | Times Cited: 3
Market volatility and spillover across 24 sectors in Vietnam
Hung Quang Bui, Thao Tran, Toan Tan Pham, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 5
Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets
Faheem Aslam, Paulo Ferreira, Haider Ali
Journal of risk and financial management (2022) Vol. 15, Iss. 12, pp. 607-607
Open Access | Times Cited: 5
Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets
Vladimir Balash, Alexey Faizliev, Sergei Sidorov, et al.
Mathematics (2021) Vol. 9, Iss. 19, pp. 2484-2484
Open Access | Times Cited: 7
THE EFFICIENCY OF SIN STOCKS: A MULTIFRACTAL ANALYSIS OF DRUG INDICES
Faheem Aslam, Paulo Ferreira, Fahd Amjad, et al.
The Singapore Economic Review (2021), pp. 1-22
Closed Access | Times Cited: 6
The Effect of Volatility Spillover Between BIST 100 and Selected Country Indices: Diagonal VECH GARCH Model / BİST 100 ve Seçilmiş Ülke Endeksleri Arasındaki Volatilite Yayılım Etkisi: Diyagonal VECH GARCH Modeli
Esra DEMİREL
Uluslararası Ekonomi İşletme ve Politika Dergisi (2023) Vol. 7, Iss. 1, pp. 104-117
Open Access | Times Cited: 2
The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis
Esma Nur Çinicioğlu, Gül Huyugüzel Kışla, A. Özlem Önder, et al.
Computational Economics (2023) Vol. 63, Iss. 3, pp. 1213-1254
Closed Access | Times Cited: 2
Stock Market Volatility
Ezaz Ahmed, Md. Mahadi Hasan, Zakir Hossen Shaikh, et al.
Advances in finance, accounting, and economics book series (2022), pp. 204-230
Closed Access | Times Cited: 4
The Impact of COVID-19 Crisis on Stock Markets’ Statistical Complexity
Bogdan Dima, Ştefana Maria Dima, Roxana Ioan
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 3
Contagion among European financial indices, evidence from a quantile VAR approach
Giulio Palomba, Marco Tedeschi
Economic Systems (2024) Vol. 48, Iss. 2, pp. 101183-101183
Closed Access
Determinants of the Share Prices on the Bucharest Stock Exchange During the COVID-19 Pandemic
Cătălin Gheorghe, Oana Panazan
Lecture notes in management and industrial engineering (2024), pp. 445-458
Closed Access
Green Cryptocurrencies and Fintech Etfs: A New Sphere for Hedging Strategies
Mustafa Raza Rabbani, Yousra Trichilli, Umar Nawaz Kayani, et al.
(2024)
Closed Access
DO CRISES IMPACT RETURN SPILLOVERS?: EVIDENCE FROM ASIA-PACIFIC DEVELOPED STOCK MARKETS
Umar Nawaz Kayani, Maaz Khan, Farrukh Nawaz, et al.
Journal of Southwest Jiaotong University (2024) Vol. 59, Iss. 2
Open Access
An Analysis of Volatility Spillover Effect Between Energy and Agricultural Markets
Pachraporn Arkornsakul, Tanapol Rattanasamakarn, Konnika Palason
Studies in systems, decision and control (2024), pp. 647-660
Closed Access
VOLATILITY SPILLOVER EFFECTS BETWEEN STOCK MARKETS DURING THE CRISIS PERIODS: DIAGONAL BEKK APPROACH
Nehir Balcı
Pamukkale University Journal of Social Sciences Institute (2024)
Closed Access
Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic
Louis Logogye, Godfred Aawaar, Kwasi Poku
SN Business & Economics (2024) Vol. 4, Iss. 12
Closed Access
IMPACT OF COVID-19 ON PERFORMANCE ON INDIAN STOCK INDICES: A STUDY FOR NSE COMPOSITE AND SECTORAL INDICES
Nisarg A Joshi
Copernican Journal of Finance & Accounting (2023) Vol. 11, Iss. 4, pp. 125-146
Open Access | Times Cited: 1
Structural change in the correlation, return and volatility spillovers: evidence from the oil, stock and exchange rate markets in the United States
Jung‐Bin Su
Economic Research-Ekonomska Istraživanja (2022) Vol. 35, Iss. 1, pp. 6918-6944
Open Access | Times Cited: 2

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