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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:

Centralized netting in financial networks
Rodney Garratt, Peter Zimmerman
Journal of Banking & Finance (2017) Vol. 112, pp. 105270-105270
Open Access | Times Cited: 29

Showing 1-25 of 29 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
Social Welfare Implications of Central Versus Bilateral Clearing in Derivatives Markets
Kazuhiro Takino
(2025)
Closed Access
An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks
Péter Csóka, P. Jean‐Jacques Herings
SSRN Electronic Journal (2024)
Open Access | Times Cited: 3
Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China
Lei Song, Yu Chen
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Two axiomatizations of the pairwise netting proportional rule in financial networks
Péter Csóka, P. Jean‐Jacques Herings
European Journal of Operational Research (2025)
Open Access
The Cost of Clearing Fragmentation
Evangelos Benos, Wenqian Huang, Albert J. Menkveld, et al.
Management Science (2023) Vol. 70, Iss. 6, pp. 3581-3596
Open Access | Times Cited: 8
Intelligent System for Improving Scalability by Sharding for Agriculture Supply Chain
P. Saranya, P. Vijaya, R. Maheswari, et al.
2022 10th International Conference on Reliability, Infocom Technologies and Optimization (Trends and Future Directions) (ICRITO) (2024), pp. 1-6
Closed Access | Times Cited: 2
Fundamental questions on central counterparties: A review of the literature
Ron Berndsen
Journal of Futures Markets (2021) Vol. 41, Iss. 12, pp. 2009-2022
Open Access | Times Cited: 12
Participants’ preferences for settlement netting of derivatives contracts
Kazuhiro Takino
Finance research letters (2024), pp. 106669-106669
Closed Access | Times Cited: 1
Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan
Haibo Wang
International Review of Financial Analysis (2024) Vol. 94, pp. 103340-103340
Closed Access | Times Cited: 1
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
The Cost of Clearing Fragmentation
Evangelos Benos, Wenqian Huang, Albert J. Menkveld, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 7
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry
Qicheng Zhao, Zhouwei Wang, Yuping Song
Computational Economics (2023) Vol. 64, Iss. 2, pp. 1137-1162
Closed Access | Times Cited: 2
Dealers’ insurance, market structure, and liquidity
Francesca Carapella, Cyril Monnet
Journal of Financial Economics (2020) Vol. 138, Iss. 3, pp. 725-753
Open Access | Times Cited: 5
Challenges to global financial stability: Interconnections, credit risk, business cycle and the role of market participants
Meryem Duygun, Daniel Ladley, Mohamed Shaban
Journal of Banking & Finance (2020) Vol. 112, pp. 105735-105735
Open Access | Times Cited: 4
Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan
Haibo Wang
SSRN Electronic Journal (2024)
Closed Access
Participants' Preferences for Settlement Netting of Derivatives Contracts
Kazuhiro Takino
(2024)
Closed Access
Mathematical Foundations for Balancing the Payment System in the Trade Credit Market
Tomaž Fleischman, Paolo Dini
Journal of risk and financial management (2021) Vol. 14, Iss. 9, pp. 452-452
Open Access | Times Cited: 3
Heterogeneity and netting efficiency under central clearing: A stochastic network analysis
Injun Hwang, Baeho Kim
Journal of Futures Markets (2019) Vol. 40, Iss. 2, pp. 192-208
Closed Access | Times Cited: 2
The Cost of Clearing Fragmentation
Evangelos Benos, Wenqian Huang, Albert J. Menkveld, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 2
Counter-cyclical Margins for Option Portfolios
Yuanyuan Chen, Qi Wu, Duan Li
Journal of Economic Dynamics and Control (2022) Vol. 146, pp. 104572-104572
Closed Access | Times Cited: 2
Bilateral Netting and Systemic Liquidity Shortages in Banking Networks
Edoardo Gaffeo, Lucio Gobbi, Massimo Molinari
SSRN Electronic Journal (2018)
Open Access | Times Cited: 1
Csődszabályok pénzügyi hálózatokban
Péter Csóka, Gábor Kondor
Alkalmazott Matematikai Lapok (2020) Vol. 37, Iss. 2, pp. 233-245
Open Access | Times Cited: 1
Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI
Tatsuyoshi Miyakoshi, Junji Shimada
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101729-101729
Closed Access | Times Cited: 1
Wiser: Increasing Throughput in Payment Channel Networks with Transaction Aggregation
Samarth Tiwari, Michelle Yeo, Zeta Avarikioti, et al.
(2022), pp. 217-231
Open Access | Times Cited: 1
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