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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 network-based analysis and systemic risk measurement
Andre R. Neveu
Journal of Economic Interaction and Coordination (2016) Vol. 13, Iss. 2, pp. 241-281
Closed Access | Times Cited: 50

Showing 1-25 of 50 citing articles:

Risk spillovers and interconnectedness between systemically important institutions
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean, et al.
Journal of Financial Stability (2021) Vol. 58, pp. 100963-100963
Open Access | Times Cited: 51
Spatial-Temporal Analysis of Residential Housing, Office Property, and Retail Property Price Index Correlations: Evidence from Ten Chinese Cities
Xiaojie Xu, Yun Zhang
Malaysian journal of real estate/International journal of real estate studies (2023) Vol. 17, Iss. 2, pp. 1-13
Closed Access | Times Cited: 18
Assessing the systemic risk impact of bank bail-ins
Christoph Siebenbrunner, Martin Hafner-Guth, Ralph Spitzer, et al.
Journal of Financial Stability (2024) Vol. 71, pp. 101229-101229
Closed Access | Times Cited: 7
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
“Too central to fail” systemic risk measure using PageRank algorithm
Tae-Sub Yun, Deokjong Jeong, Sunyoung Park
Journal of Economic Behavior & Organization (2019) Vol. 162, pp. 251-272
Closed Access | Times Cited: 38
Asset allocation: new evidence through network approaches
Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj
Annals of Operations Research (2019) Vol. 299, Iss. 1-2, pp. 61-80
Closed Access | Times Cited: 36
How does the volatility of ESG stock indices spillover in times of high geopolitical risk? New insights from emerging and developed markets
Renata Karkowska, Szczepan Urjasz
Journal of Sustainable Finance & Investment (2025), pp. 1-47
Open Access
Systemic risk assessment through high order clustering coefficient
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
Annals of Operations Research (2020) Vol. 299, Iss. 1-2, pp. 1165-1187
Closed Access | Times Cited: 28
Construction, comparison and evolution of networks in life sciences and other disciplines
Deisy Morselli Gysi, Katja Nowick
Journal of The Royal Society Interface (2020) Vol. 17, Iss. 166, pp. 20190610-20190610
Open Access | Times Cited: 21
A multilayer approach for systemic risk in the insurance sector
Gian Paolo Clemente, Alessandra Cornaro
Chaos Solitons & Fractals (2022) Vol. 162, pp. 112398-112398
Closed Access | Times Cited: 13
Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector
Xin Liu
Journal of the Knowledge Economy (2024)
Closed Access | Times Cited: 2
Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis
Gian Paolo Clemente, Rosanna Grassi, Chiara Pederzoli
Journal of Economic Interaction and Coordination (2019) Vol. 15, Iss. 1, pp. 159-181
Closed Access | Times Cited: 18
Financial contagion in banking networks with community structure
Gabriele Torri, Rosella Giacometti
Communications in Nonlinear Science and Numerical Simulation (2022) Vol. 117, pp. 106924-106924
Closed Access | Times Cited: 10
Systemic risk measurement: A limiting threshold copula approach to CoVaR
Shijing Zhao
Computers & Industrial Engineering (2022) Vol. 171, pp. 108464-108464
Closed Access | Times Cited: 9
Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach
Zhi Su, Fuwei Xu
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100681-100681
Closed Access | Times Cited: 12
Network structure, portfolio diversification and systemic risk
Shouwei Li, Chao Wang
Journal of Management Science and Engineering (2021) Vol. 6, Iss. 2, pp. 235-245
Open Access | Times Cited: 11
Understanding Financial Risk Dynamics: Systematic Literature Review inquiry into Credit, Market, and Operational Risks
Muh Rizal S, Muhammad Luthfi Siraj, Syarifuddin Syarifuddin, et al.
ATESTASI Jurnal Ilmiah Akuntansi (2024) Vol. 7, Iss. 2, pp. 1186-1213
Open Access | Times Cited: 1
Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries
Qingru Sun, Xiangyun Gao, Ze Wang, et al.
Journal of Economic Interaction and Coordination (2019) Vol. 15, Iss. 4, pp. 821-844
Closed Access | Times Cited: 11
Network Topology in Decentralized Finance
Kanis Saengchote, Carlos Castro-Iragorri
SSRN Electronic Journal (2023)
Open Access | Times Cited: 3
Systemic Risk and Tail Risk of Fintech Firms During Covid 19: A Case of Southeast Asian Economy
Mohammed Khalifa Abdelsalam, H.M. Sohaib Sajid
Deleted Journal (2023) Vol. 3, Iss. 1, pp. 33-45
Open Access | Times Cited: 3
A Review of Micro-Based Systemic Risk Research from Multiple Perspectives
Xiao Bai, Huaping Sun, Shibao Lu, et al.
Entropy (2020) Vol. 22, Iss. 7, pp. 711-711
Open Access | Times Cited: 7
From agent-based modeling to actor-based reactive systems in the analysis of financial networks
Silvia Crafà
Journal of Economic Interaction and Coordination (2021) Vol. 16, Iss. 3, pp. 649-673
Open Access | Times Cited: 7
Systemic Risk in the Interbank Market with Overlapping Portfolios
Shanshan Jiang, Hong Fan
Complexity (2019) Vol. 2019, Iss. 1
Open Access | Times Cited: 6
Research on the Stability of the Banking System With Shadow Banking Under Macroeconomic Fluctuation
Hongjie Pan, Hong Fan
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 6
Dynamic bank runs: an agent-based approach
Toni Ricardo Eugenio dos Santos, Márcio I. Nakane
Journal of Economic Interaction and Coordination (2021) Vol. 16, Iss. 3, pp. 675-703
Closed Access | Times Cited: 5
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