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:
Do CDS spreads move with commonality in liquidity?
Christian Meine, Hendrik Supper, Gregor Weiß
Review of Derivatives Research (2015) Vol. 18, Iss. 3, pp. 225-261
Closed Access | Times Cited: 11
Christian Meine, Hendrik Supper, Gregor Weiß
Review of Derivatives Research (2015) Vol. 18, Iss. 3, pp. 225-261
Closed Access | Times Cited: 11
Showing 11 citing articles:
Corporate Sustainability Performance and the Cost of Debt – An Analysis of the Impact of Country- and Industry-specific Climate Risk Exposures
Jan Christ, Tobias Hertel, Jannik Kocian
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 9
Jan Christ, Tobias Hertel, Jannik Kocian
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 9
Liquidity tail risk and credit default swap spreads
Felix Irresberger, Gregor Weiß, Janet Gabrysch, et al.
European Journal of Operational Research (2018) Vol. 269, Iss. 3, pp. 1137-1153
Open Access | Times Cited: 13
Felix Irresberger, Gregor Weiß, Janet Gabrysch, et al.
European Journal of Operational Research (2018) Vol. 269, Iss. 3, pp. 1137-1153
Open Access | Times Cited: 13
Fundamental determinants of credit default risk for European and American banks
Patrycja Chodnicka-Jaworska, Piotr Jaworski
JOURNAL OF INTERNATIONAL STUDIES (2017) Vol. 10, Iss. 3, pp. 51-63
Open Access | Times Cited: 10
Patrycja Chodnicka-Jaworska, Piotr Jaworski
JOURNAL OF INTERNATIONAL STUDIES (2017) Vol. 10, Iss. 3, pp. 51-63
Open Access | Times Cited: 10
The determinants of CDS spreads: evidence from the model space
Matthias Pelster, Johannes Vilsmeier
Review of Derivatives Research (2017) Vol. 21, Iss. 1, pp. 63-118
Open Access | Times Cited: 7
Matthias Pelster, Johannes Vilsmeier
Review of Derivatives Research (2017) Vol. 21, Iss. 1, pp. 63-118
Open Access | Times Cited: 7
Explaining CDS prices with Merton’s model before and after the Lehman default
Gordon Gemmill, Miriam Marra
Journal of Banking & Finance (2019) Vol. 106, pp. 93-109
Open Access | Times Cited: 7
Gordon Gemmill, Miriam Marra
Journal of Banking & Finance (2019) Vol. 106, pp. 93-109
Open Access | Times Cited: 7
The leverage effect puzzle: the case of European sovereign credit default swap market
Agata Kliber
Review of Derivatives Research (2016) Vol. 19, Iss. 3, pp. 217-235
Open Access | Times Cited: 4
Agata Kliber
Review of Derivatives Research (2016) Vol. 19, Iss. 3, pp. 217-235
Open Access | Times Cited: 4
Short selling disclosure and its impact on CDS spreads
Denisa Lleshaj, Jannik Kocian
European Journal of Finance (2020) Vol. 27, Iss. 11, pp. 1117-1150
Closed Access | Times Cited: 5
Denisa Lleshaj, Jannik Kocian
European Journal of Finance (2020) Vol. 27, Iss. 11, pp. 1117-1150
Closed Access | Times Cited: 5
Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims
Kei-Ichiro Inaba
Journal of Financial Services Research (2016) Vol. 54, Iss. 1, pp. 111-143
Closed Access | Times Cited: 2
Kei-Ichiro Inaba
Journal of Financial Services Research (2016) Vol. 54, Iss. 1, pp. 111-143
Closed Access | Times Cited: 2
The Informational Content of CDS Spreads
Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle
Palgrave studies in risk and insurance (2018), pp. 157-192
Closed Access | Times Cited: 2
Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle
Palgrave studies in risk and insurance (2018), pp. 157-192
Closed Access | Times Cited: 2
Noise Trading in the Credit Default Swap Market
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Extreme Liquidity Risk and Credit Default Swap Spreads
Felix Irresberger, Gregor Weiß, Janet Gabrysch, et al.
SSRN Electronic Journal (2016)
Closed Access
Felix Irresberger, Gregor Weiß, Janet Gabrysch, et al.
SSRN Electronic Journal (2016)
Closed Access
