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:
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
Mark E. Paddrik, H. Peyton Young
Mathematics and Financial Economics (2020) Vol. 15, Iss. 1, pp. 41-57
Closed Access | Times Cited: 10
Showing 10 citing articles:
The Economics of Central Clearing
Albert J. Menkveld, Guillaume Vuillemey
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 153-178
Closed Access | Times Cited: 34
Albert J. Menkveld, Guillaume Vuillemey
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 153-178
Closed Access | Times Cited: 34
Systemic risk under different clearing methods for multiple derivatives
Miao Tang, Hong Fan
Applied Economics (2025), pp. 1-18
Closed Access
Miao Tang, Hong Fan
Applied Economics (2025), pp. 1-18
Closed Access
Macroprudential stress‑test models: a survey
David Aikman, Daniel Beale, Adam Brinley Codd, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
David Aikman, Daniel Beale, Adam Brinley Codd, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Systemic risk in markets with multiple central counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
Mathematical Finance (2024)
Open Access | Times Cited: 1
Luitgard Anna Maria Veraart, Iñaki Aldasoro
Mathematical Finance (2024)
Open Access | Times Cited: 1
Central Counterparty Default Waterfalls and Systemic Loss
Samim Ghamami, Mark E. Paddrik, Simpson Zhang
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 8, pp. 3577-3612
Open Access | Times Cited: 4
Samim Ghamami, Mark E. Paddrik, Simpson Zhang
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 8, pp. 3577-3612
Open Access | Times Cited: 4
Collateralized Debt Networks with Lender Default
Jin-Wook Chang
SSRN Electronic Journal (2019)
Open Access | Times Cited: 4
Jin-Wook Chang
SSRN Electronic Journal (2019)
Open Access | Times Cited: 4
Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint
Melinda Friesz, Kira Muratov-Szabó, Andrea Prepuk, et al.
Risks (2021) Vol. 9, Iss. 8, pp. 148-148
Open Access | Times Cited: 4
Melinda Friesz, Kira Muratov-Szabó, Andrea Prepuk, et al.
Risks (2021) Vol. 9, Iss. 8, pp. 148-148
Open Access | Times Cited: 4
Systemic Risk in Markets with Multiple Central Counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
Luitgard Anna Maria Veraart, Iñaki Aldasoro
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
Preface to the special issue on systemic risk and financial networks
Agostino Capponi, Robert A. Jarrow
Mathematics and Financial Economics (2021) Vol. 15, Iss. 1, pp. 1-3
Open Access | Times Cited: 1
Agostino Capponi, Robert A. Jarrow
Mathematics and Financial Economics (2021) Vol. 15, Iss. 1, pp. 1-3
Open Access | Times Cited: 1
Macro-Prudential Stress Test Models: A Survey
David Aikman
IMF Working Paper (2023) Vol. 2023, Iss. 173, pp. 1-1
Open Access
David Aikman
IMF Working Paper (2023) Vol. 2023, Iss. 173, pp. 1-1
Open Access
