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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 systematic approach to multi-period stress testing of portfolio credit risk
Thomas Breuer, Martin Jandačka, Javier Juste Mencía, et al.
Journal of Banking & Finance (2011) Vol. 36, Iss. 2, pp. 332-340
Open Access | Times Cited: 48

Showing 1-25 of 48 citing articles:

Progress report 2010
京都大学グローバルCOEプログラムアジア・メガシティの人間安全保障工学拠点
(2010)
Closed Access | Times Cited: 284
Forecasting and stress testing credit card default using dynamic models
Anthony Bellotti, Jonathan Crook
International Journal of Forecasting (2013) Vol. 29, Iss. 4, pp. 563-574
Open Access | Times Cited: 108
Systematic stress tests with entropic plausibility constraints
Thomas Breuer, Imre Csiszár
Journal of Banking & Finance (2012) Vol. 37, Iss. 5, pp. 1552-1559
Closed Access | Times Cited: 102
Risk models-at-risk
Christophe M. Boucher, Jón Danı́elsson, Patrick Kouontchou, et al.
Journal of Banking & Finance (2014) Vol. 44, pp. 72-92
Closed Access | Times Cited: 90
Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals
Gabe de Bondt, Tuomas A. Peltonen, Daniel Santabárbara
SSRN Electronic Journal (2010)
Open Access | Times Cited: 56
MODEL UNCERTAINTY AND SCENARIO AGGREGATION
Mathieu Cambou, Damir Filipović
Mathematical Finance (2015) Vol. 27, Iss. 2, pp. 534-567
Closed Access | Times Cited: 43
Quantifying Credit Risk of Supply Chain Finance: A Chinese Automobile Supply Chain Perspective
Min Zhang, Jiantong Zhang, Ruolin Ma, et al.
IEEE Access (2019) Vol. 7, pp. 144264-144279
Open Access | Times Cited: 31
Reverse sensitivity testing: What does it take to break the model?
Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas
European Journal of Operational Research (2018) Vol. 274, Iss. 2, pp. 654-670
Open Access | Times Cited: 20
Stressing dynamic loss models
Emma Kroell, Silvana M. Pesenti, Sebastian Jaimungal
Insurance Mathematics and Economics (2023) Vol. 114, pp. 56-78
Open Access | Times Cited: 6
A macroeconomic reverse stress test
Peter Grundke, Kamil Pliszka
Review of Quantitative Finance and Accounting (2017)
Open Access | Times Cited: 14
Many a little makes a mickle: Stress testing small and medium-sized German banks
Ramona Busch, Philipp Koziol, Marc Mitrovic
The Quarterly Review of Economics and Finance (2017) Vol. 68, pp. 237-253
Closed Access | Times Cited: 13
Integrating Stress Scenarios into Risk Quantification Models
Azamat Abdymomunov, Sharon K. Blei, Bakhodir Ergashev
Journal of Financial Services Research (2014) Vol. 47, Iss. 1, pp. 57-79
Closed Access | Times Cited: 13
The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach
Olivier Darné, Guy Levy-Rueff, Adrian Pop
Economic Modelling (2024) Vol. 136, pp. 106744-106744
Closed Access | Times Cited: 1
A theory of multivariate stress testing
Pietro Millossovich, Andreas Tsanakas, Ruodu Wang
European Journal of Operational Research (2024) Vol. 318, Iss. 3, pp. 851-866
Open Access | Times Cited: 1
Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests
Michal Franta, Jozef Baruník, Roman Horváth, et al.
International journal of central banking (2018) Vol. 10, Iss. 1, pp. 159-188
Closed Access | Times Cited: 11
Model Uncertainty and Scenario Aggregation
Mathieu Cambou, Damir Filipović
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 8
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach
Olivier Darné, Guy Levy-Rueff, Adrian Pop
SSRN Electronic Journal (2013)
Open Access | Times Cited: 8
The Impact of Low-Carbon Policy on Stock Returns
Rania Hentati-Kaffel, Alessandro Ravina
SSRN Electronic Journal (2019)
Open Access | Times Cited: 8
An approximate multi-period Vasicek credit risk model
Rubén García-Céspedes, Manuel Moreno
Journal of Banking & Finance (2017) Vol. 81, pp. 105-113
Closed Access | Times Cited: 8
Systematic multi-period stress scenarios with an application to CCP risk management
Alan De Genaro
Journal of Banking & Finance (2016) Vol. 67, pp. 119-134
Closed Access | Times Cited: 7
Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach
Pierluigi Bologna, Anatoli Segura
Journal of Financial Regulation (2017) Vol. 3, Iss. 2, pp. 159-186
Open Access | Times Cited: 7
Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium
Stijn Ferrari, Patrick Van Roy, Cristina Vespro
Journal of Financial Stability (2020) Vol. 52, pp. 100805-100805
Open Access | Times Cited: 6
On Bond Returns in a Time of Climate Change
Alessandro Ravina
The Energy Journal (2021) Vol. 43, Iss. 1, pp. 139-160
Closed Access | Times Cited: 6
Mortgage Loans and Bank Risk Taking: Finding the Risk “Sweet Spot”
Yevgeny Mugerman, Joseph Tzur, Arie Jacobi
Quarterly Journal of Finance (2018) Vol. 08, Iss. 04, pp. 1840008-1840008
Closed Access | Times Cited: 5
Model and estimation risk in credit risk stress tests
Peter Grundke, Kamil Pliszka, Michael Tuchscherer
Review of Quantitative Finance and Accounting (2019) Vol. 55, Iss. 1, pp. 163-199
Closed Access | Times Cited: 5
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