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:

Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis
Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, Christos Floros, et al.
International Review of Financial Analysis (2021) Vol. 74, pp. 101706-101706
Closed Access | Times Cited: 10

Showing 10 citing articles:

Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 34

Dynamic spillover and connectedness in higher moments of European stock sector markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102164-102164
Closed Access | Times Cited: 17

Bank Risk Literature (1978–2022): A Bibliometric Analysis and Research Front Mapping
Baolei Qi, Mohamed Marie, Ahmed Abdelwahed, et al.
Sustainability (2023) Vol. 15, Iss. 5, pp. 4508-4508
Open Access | Times Cited: 12

Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
Qunwei Wang, Mengmeng Liu, Ling Xiao, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102025-102025
Closed Access | Times Cited: 9

Vulnerability of a developing stock market to openness: One-way return and volatility transmissions
Aminu Hassan, Masud Ibrahim, Ahmed Jinjiri Bala
International Review of Financial Analysis (2024) Vol. 93, pp. 103184-103184
Closed Access | Times Cited: 1

Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System
Αθανάσιος Τσαγκανός, Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, et al.
International Journal of Financial Studies (2021) Vol. 9, Iss. 2, pp. 24-24
Open Access | Times Cited: 9

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

Risk Spillovers and Hedging in the Chinese Stock Market: An Asymmetric VAR-BEKK-AGARCH Analysis
Jia Wang, Xun Huang, Xu Wang
Acadlore Transactions on Applied Mathematics and Statistics (2023) Vol. 1, Iss. 3, pp. 111-129
Open Access | Times Cited: 1

Forecasting exchange rate markets' volatility of G7 countries: will stock market volatility help?
Feipeng Zhang, Zhao Zhang
Applied Economics Letters (2022) Vol. 30, Iss. 7, pp. 991-999
Closed Access | Times Cited: 2

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