
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:
Measuring network systemic risk contributions: A leave-one-out approach
Sullivan Hué, Yannick Lucotte, Sessi Tokpavi
Journal of Economic Dynamics and Control (2018) Vol. 100, pp. 86-114
Open Access | Times Cited: 42
Sullivan Hué, Yannick Lucotte, Sessi Tokpavi
Journal of Economic Dynamics and Control (2018) Vol. 100, pp. 86-114
Open Access | Times Cited: 42
Showing 1-25 of 42 citing articles:
Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector
Zisheng Ouyang, Xuewei Zhou
International Review of Financial Analysis (2023) Vol. 90, pp. 102892-102892
Closed Access | Times Cited: 29
Zisheng Ouyang, Xuewei Zhou
International Review of Financial Analysis (2023) Vol. 90, pp. 102892-102892
Closed Access | Times Cited: 29
Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou
Research in International Business and Finance (2023) Vol. 65, pp. 101944-101944
Closed Access | Times Cited: 28
Zisheng Ouyang, Xuewei Zhou
Research in International Business and Finance (2023) Vol. 65, pp. 101944-101944
Closed Access | Times Cited: 28
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 9
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 9
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 9
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 9
Risk spillovers and interconnectedness between systemically important institutions
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean, et al.
Journal of Financial Stability (2021) Vol. 58, pp. 100963-100963
Open Access | Times Cited: 50
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean, et al.
Journal of Financial Stability (2021) Vol. 58, pp. 100963-100963
Open Access | Times Cited: 50
Bearish Vs Bullish risk network: A Eurozone financial system analysis
Matteo Foglia, Abdelhamid Addi, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101522-101522
Closed Access | Times Cited: 24
Matteo Foglia, Abdelhamid Addi, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101522-101522
Closed Access | Times Cited: 24
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Georgiana-Denisa Banulescu, Christophe Hurlin, Jérémy Leymarie, et al.
Management Science (2020) Vol. 67, Iss. 9, pp. 5730-5754
Open Access | Times Cited: 35
Georgiana-Denisa Banulescu, Christophe Hurlin, Jérémy Leymarie, et al.
Management Science (2020) Vol. 67, Iss. 9, pp. 5730-5754
Open Access | Times Cited: 35
Dynamic volatility spillover and network connectedness across ASX sector markets
Ki-Hong Choi, Ron McIver, Salvatore Ferraro, et al.
Journal of Economics and Finance (2021) Vol. 45, Iss. 4, pp. 677-691
Closed Access | Times Cited: 29
Ki-Hong Choi, Ron McIver, Salvatore Ferraro, et al.
Journal of Economics and Finance (2021) Vol. 45, Iss. 4, pp. 677-691
Closed Access | Times Cited: 29
Interbank systemic risk network in an emerging economy
Molla Ramizur Rahman, Arun Kumar Misra, Aviral Kumar Tiwari
Review of Accounting and Finance (2024) Vol. 23, Iss. 5, pp. 621-645
Closed Access | Times Cited: 4
Molla Ramizur Rahman, Arun Kumar Misra, Aviral Kumar Tiwari
Review of Accounting and Finance (2024) Vol. 23, Iss. 5, pp. 621-645
Closed Access | Times Cited: 4
Risk spillover across Chinese industries: novel evidence from multilayer connectedness networks
Xiu Jin, YU Jing-tao, Yueli Liu, et al.
Kybernetes (2025)
Closed Access
Xiu Jin, YU Jing-tao, Yueli Liu, et al.
Kybernetes (2025)
Closed Access
Imported risk in global financial markets: Evidence from cross-market connectedness
Zisheng Ouyang, Zhen Chen, Xuewei Zhou, et al.
The North American Journal of Economics and Finance (2025), pp. 102374-102374
Closed Access
Zisheng Ouyang, Zhen Chen, Xuewei Zhou, et al.
The North American Journal of Economics and Finance (2025), pp. 102374-102374
Closed Access
Monitoring bank risk around the world using unsupervised learning
Mathieu Mercadier, Amine Tarazi, Paul Armand, et al.
European Journal of Operational Research (2025)
Open Access
Mathieu Mercadier, Amine Tarazi, Paul Armand, et al.
European Journal of Operational Research (2025)
Open Access
Global volatility connectedness and the determinants: evidence from multilayer networks
Xuewei Zhou, Zisheng Ouyang, Min Lu
European Journal of Finance (2025), pp. 1-36
Closed Access
Xuewei Zhou, Zisheng Ouyang, Min Lu
European Journal of Finance (2025), pp. 1-36
Closed Access
The Cross‐Industry Contagion Network of Systemic Risk: Evidence From China
Limei Sun, Qing Shen, Xiaoqing Huang
Asian-Pacific Economic Literature (2025)
Closed Access
Limei Sun, Qing Shen, Xiaoqing Huang
Asian-Pacific Economic Literature (2025)
Closed Access
Tail risk network analysis of Asian banks
Thach Ngoc Pham, Robert Powell, Deepa Bannigidadmath
Global Finance Journal (2024) Vol. 62, pp. 101017-101017
Open Access | Times Cited: 3
Thach Ngoc Pham, Robert Powell, Deepa Bannigidadmath
Global Finance Journal (2024) Vol. 62, pp. 101017-101017
Open Access | Times Cited: 3
How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?
Shupei Huang, Xinya Wang, Qiang Ji
Energy Economics (2024), pp. 108143-108143
Closed Access | Times Cited: 3
Shupei Huang, Xinya Wang, Qiang Ji
Energy Economics (2024), pp. 108143-108143
Closed Access | Times Cited: 3
Interconnectedness and extreme risk: Evidence from dual banking systems
Abdelhamid Addi, Jamal Bouoiyour
Economic Modelling (2022) Vol. 120, pp. 106150-106150
Open Access | Times Cited: 15
Abdelhamid Addi, Jamal Bouoiyour
Economic Modelling (2022) Vol. 120, pp. 106150-106150
Open Access | Times Cited: 15
Measuring the systemic risk in indirect financial networks
Jie Cao, Fenghua Wen, H. Eugene Stanley
European Journal of Finance (2021) Vol. 28, Iss. 11, pp. 1053-1098
Closed Access | Times Cited: 19
Jie Cao, Fenghua Wen, H. Eugene Stanley
European Journal of Finance (2021) Vol. 28, Iss. 11, pp. 1053-1098
Closed Access | Times Cited: 19
The risk spillover of high carbon enterprises in China: Evidence from the stock market
Baohui Wu, Pingheng Zhu, Hua Yin, et al.
Energy Economics (2023) Vol. 126, pp. 106939-106939
Closed Access | Times Cited: 7
Baohui Wu, Pingheng Zhu, Hua Yin, et al.
Energy Economics (2023) Vol. 126, pp. 106939-106939
Closed Access | Times Cited: 7
Systemically important financial institutions and drivers of systemic risk: Evidence from India
Shivani Narayan, Dilip Kumar, Elie Bouri
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102155-102155
Closed Access | Times Cited: 7
Shivani Narayan, Dilip Kumar, Elie Bouri
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102155-102155
Closed Access | Times Cited: 7
Measuring systemic risk and contagion in the European financial network
Laleh Tafakori, Armin Pourkhanali, Riccardo Rastelli
Empirical Economics (2021) Vol. 63, Iss. 1, pp. 345-389
Open Access | Times Cited: 15
Laleh Tafakori, Armin Pourkhanali, Riccardo Rastelli
Empirical Economics (2021) Vol. 63, Iss. 1, pp. 345-389
Open Access | Times Cited: 15
Quantum computing reduces systemic risk in financial networks
Amine Mohamed Aboussalah, Cheng Chi, Chi-Guhn Lee
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 6
Amine Mohamed Aboussalah, Cheng Chi, Chi-Guhn Lee
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 6
Time-varying inter-urban housing price spillovers in China: Causes and consequences
Yunzhi Lu, Jie Li, Haisheng Yang
Journal of Asian Economics (2021) Vol. 77, pp. 101396-101396
Closed Access | Times Cited: 11
Yunzhi Lu, Jie Li, Haisheng Yang
Journal of Asian Economics (2021) Vol. 77, pp. 101396-101396
Closed Access | Times Cited: 11
Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain
Xiu Jin, Yueli Liu, Jinming Yu, et al.
Energy Economics (2024) Vol. 139, pp. 107908-107908
Closed Access | Times Cited: 1
Xiu Jin, Yueli Liu, Jinming Yu, et al.
Energy Economics (2024) Vol. 139, pp. 107908-107908
Closed Access | Times Cited: 1
Systemic risk: a network approach
Jean‐Baptiste Hasse
Empirical Economics (2021) Vol. 63, Iss. 1, pp. 313-344
Closed Access | Times Cited: 9
Jean‐Baptiste Hasse
Empirical Economics (2021) Vol. 63, Iss. 1, pp. 313-344
Closed Access | Times Cited: 9