Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
Ahmed BenSaïda
International Review of Financial Analysis (2017) Vol. 58, pp. 153-165
Closed Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
Ioannis Chatziantoniou, David Gabauer
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 1-14
Open Access | Times Cited: 176
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system
David Gabauer
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100680-100680
Closed Access | Times Cited: 130
Good and bad volatility spillovers: An asymmetric connectedness
Ahmed BenSaïda
Journal of Financial Markets (2018) Vol. 43, pp. 78-95
Closed Access | Times Cited: 127
Volatility spillover shifts in global financial markets
Ahmed BenSaïda, Houda Litimi, Oussama Abdallah
Economic Modelling (2018) Vol. 73, pp. 343-353
Closed Access | Times Cited: 93
Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach
Xingyu Dai, Qunwei Wang, Donglan Zha, et al.
Energy Economics (2020) Vol. 88, pp. 104774-104774
Closed Access | Times Cited: 92
ESG, risk, and (tail) dependence
Karoline Bax, Özge Uysal Şahin, Claudia Czado, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102513-102513
Open Access | Times Cited: 39
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness
Matteo Foglia, Abdelhamid Addi, Eliana Angelini
Global Finance Journal (2021) Vol. 51, pp. 100677-100677
Closed Access | Times Cited: 48
COVID-19 related media sentiment and the yield curve of G-7 economies
David Y. Aharon, Zaghum Umar, Mukhriz Izraf Azman Aziz, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101678-101678
Closed Access | Times Cited: 32
Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events
Cody Yu‐Ling Hsiao, Yi‐Bin Chiu
Journal of International Money and Finance (2024) Vol. 144, pp. 103081-103081
Closed Access | Times Cited: 6
The shifting dependence dynamics between the G7 stock markets
Ahmed BenSaïda, Sabri Boubaker, Duc Khuong Nguyen
Quantitative Finance (2018) Vol. 18, Iss. 5, pp. 801-812
Closed Access | Times Cited: 48
Financial contagion across major stock markets: A study during crisis episodes
Imen BenMim, Ahmed BenSaïda
The North American Journal of Economics and Finance (2019) Vol. 48, pp. 187-201
Closed Access | Times Cited: 43
Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics (2019) Vol. 60, Iss. 3, pp. 1127-1156
Closed Access | Times Cited: 43
The linkage between Bitcoin and foreign exchanges in developed and emerging markets
Ahmed BenSaïda
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 15
Dependence structure among rare earth and financial markets: A multiscale-vine copula approach
Elham Kamal, Elie Bouri
Resources Policy (2023) Vol. 83, pp. 103626-103626
Closed Access | Times Cited: 14
Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
Satish Kumar, Aviral Kumar Tiwari, Yogesh Chauhan, et al.
International Review of Financial Analysis (2018) Vol. 63, pp. 273-284
Closed Access | Times Cited: 42
Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China
Yiding Wang, Xiaojun Zhao, Junyan Shang
Energy Economics (2025), pp. 108301-108301
Closed Access
An integrated early warning system for stock market turbulence
Peiwan Wang, Lu Zong, Ye Ma
Expert Systems with Applications (2020) Vol. 153, pp. 113463-113463
Closed Access | Times Cited: 32
Financial contagion across G10 stock markets: A study during major crises
Ahmed BenSaïda, Houda Litimi
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4798-4821
Closed Access | Times Cited: 29
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis
Darko Vuković, Kseniya A. Lapshina, Moinak Maiti
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101457-101457
Closed Access | Times Cited: 26
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Zaghum Umar, Yasir Riaz, Adam Zaremba
Applied Economics (2021) Vol. 53, Iss. 18, pp. 2141-2157
Closed Access | Times Cited: 25
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Yi Zhang, Long Zhou, Yajiao Chen, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101688-101688
Open Access | Times Cited: 17
Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Equity Markets
Rui Dias, Paula Heliodoro, Nuno Teixeira, et al.
International Journal of Accounting Finance and Risk Management (2020) Vol. 5, Iss. 1, pp. 40-40
Open Access | Times Cited: 25
Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach
Xiangdong Liu, Fei Pan, Wenli Cai, et al.
Reliability Engineering & System Safety (2020) Vol. 197, pp. 106808-106808
Closed Access | Times Cited: 24
Contagion effect of systemic risk among industry sectors in China’s stock market
Qiuhua Xu, Haoyang Yan, Tianyu Zhao
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101576-101576
Closed Access | Times Cited: 23
COVID-19 pandemic and the dependence structure of global stock markets
Faheem Aslam, Khurrum S. Mughal, Saqib Aziz, et al.
Applied Economics (2021) Vol. 54, Iss. 18, pp. 2013-2031
Closed Access | Times Cited: 20
Page 1 - Next Page

Scroll to top