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 dynamics of the leverage cycle
Christoph Aymanns, J. Doyne Farmer
Journal of Economic Dynamics and Control (2014) Vol. 50, pp. 155-179
Open Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

Complexity theory and financial regulation
Stefano Battiston, J. Doyne Farmer, Andreas Flache, et al.
Science (2016) Vol. 351, Iss. 6275, pp. 818-819
Open Access | Times Cited: 443
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
Sebastian Poledna, José Luis Molina-Borboa, Serafín Martínez-Jaramillo, et al.
Journal of Financial Stability (2015) Vol. 20, pp. 70-81
Open Access | Times Cited: 288
A Third Wave in the Economics of Climate Change
J. Doyne Farmer, Cameron Hepburn, Penny Mealy, et al.
Environmental and Resource Economics (2015) Vol. 62, Iss. 2, pp. 329-357
Closed Access | Times Cited: 235
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
Sebastian Poledna, Stefan Thurner
Quantitative Finance (2016) Vol. 16, Iss. 10, pp. 1599-1613
Open Access | Times Cited: 108
Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model
Lilit Popoyan, Mauro Napoletano, Andrea Roventini
Journal of Economic Behavior & Organization (2016) Vol. 134, pp. 117-140
Open Access | Times Cited: 104
Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and …
Roberto Dieci, Xue‐Zhong He
Handbook of computational economics (2018), pp. 257-328
Closed Access | Times Cited: 66
Advances in the agent-based modeling of economic and social behavior
Mitja Steinbacher, Matthias Raddant, Fariba Karimi, et al.
SN Business & Economics (2021) Vol. 1, Iss. 7
Open Access | Times Cited: 54
Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead
Giorgio Fagiolo, Andrea Roventini
SSRN Electronic Journal (2016)
Open Access | Times Cited: 58
Taming the Basel leverage cycle
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer, et al.
Journal of Financial Stability (2016) Vol. 27, pp. 263-277
Open Access | Times Cited: 35
Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 28
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Sebastian Poledna, Olaf Bochmann, Stefan Thurner
Journal of Economic Dynamics and Control (2017) Vol. 77, pp. 230-246
Open Access | Times Cited: 28
An Agent-Based Model of Dynamics in Corporate Bond Trading
Karen Braun-Munzinger, Zijun Liu, Arthur Turrell
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 25
ABBA: An Agent-Based Model of the Banking System
Jorge A. Chan‐Lau
IMF Working Paper (2017) Vol. 17, Iss. 136, pp. 1-1
Open Access | Times Cited: 23
Margin requirements and systemic liquidity risk
Mohamed Bakoush, Enrico Gerding, Simon Wolfe
Journal of International Financial Markets Institutions and Money (2018) Vol. 58, pp. 78-95
Open Access | Times Cited: 22
Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business
Xiaoming Zhang, Wenzhe Zhang, Chien‐Chiang Lee
International Journal of Finance & Economics (2024)
Closed Access | Times Cited: 2
Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe
Peter Cincinelli, Elisabetta Pellini, Giovanni Urga
International Review of Financial Analysis (2024) Vol. 94, pp. 103323-103323
Closed Access | Times Cited: 2
Scenario-free analysis of financial stability with interacting contagion channels
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer, et al.
Journal of Banking & Finance (2022) Vol. 146, pp. 106684-106684
Open Access | Times Cited: 10
Interbank credit and the money manufacturing process: a systemic perspective on financial stability
Yuri Biondi, Feng Zhou
Journal of Economic Interaction and Coordination (2018) Vol. 14, Iss. 3, pp. 437-468
Open Access | Times Cited: 16
(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks
Ariah Klages‐Mundt, Andreea Minca
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 14
Quantifying the importance of different contagion channels as sources of systemic risk
Christoph Siebenbrunner
Journal of Economic Interaction and Coordination (2020) Vol. 16, Iss. 1, pp. 103-131
Open Access | Times Cited: 13
Models of Financial Stability and Their Application in Stress Tests ✶ ✶The authors thank Tobias Adrian, Fabio Caccioli, Agostino Capponi, Darrell Duffie, Luca Enriques, Cars Hommes, Sujit Kapadia, Blake LeBaron, Alan D. Morrison, Paul Nahai-Williamson, James Paulin, Peyton Young, Garbrand Wiersema, an anonymous reviewer, and the participants of the Workshop for the Handbook of Computational Economics for their valuable comments and suggestions. The usual disclaimers apply.
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis, et al.
Handbook of computational economics (2018), pp. 329-391
Closed Access | Times Cited: 13
Using realistic trading strategies in an agent-based stock market model
Bàrbara Llacay, Gilbert Peffer
Computational and Mathematical Organization Theory (2017) Vol. 24, Iss. 3, pp. 308-350
Open Access | Times Cited: 12
Consumer confidence, consumption, and macroeconomic fluctuations: A systemic stock‐flow consistent model
Serçin Şahin
Metroeconomica (2021) Vol. 72, Iss. 4, pp. 868-904
Closed Access | Times Cited: 9
Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model
Dhruv Sharma, Jean‐Philippe Bouchaud, Marco Tarzia, et al.
Journal of Statistical Mechanics Theory and Experiment (2021) Vol. 2021, Iss. 6, pp. 063403-063403
Open Access | Times Cited: 8
Impact of value-at-risk models on market stability
Bàrbara Llacay, Gilbert Peffer
Journal of Economic Dynamics and Control (2017) Vol. 82, pp. 223-256
Open Access | Times Cited: 8
Page 1 - Next Page

Scroll to top