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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:

Simulation methods to assess the danger of contagion in interbank markets
Christian Upper
Journal of Financial Stability (2010) Vol. 7, Iss. 3, pp. 111-125
Closed Access | Times Cited: 625

Showing 1-25 of 625 citing articles:

Financial Networks and Contagion
Matthew Elliott, Benjamin Golub, Matthew O. Jackson
American Economic Review (2014) Vol. 104, Iss. 10, pp. 3115-3153
Open Access | Times Cited: 1083
Complexity, concentration and contagion
Prasanna Gai, Andrew Haldane, Sujit Kapadia
Journal of Monetary Economics (2011) Vol. 58, Iss. 5, pp. 453-470
Closed Access | Times Cited: 828
How likely is contagion in financial networks?
Paul Glasserman, H. Peyton Young
Journal of Banking & Finance (2014) Vol. 50, pp. 383-399
Open Access | Times Cited: 597
Where the Risks Lie: A Survey on Systemic Risk*
Sylvain Benoît, Jean-Édouard Colliard, Christophe Hurlin, et al.
Review of Finance (2016) Vol. 21, Iss. 1, pp. 109-152
Open Access | Times Cited: 516
Contagion in Financial Networks
Paul Glasserman, H. Peyton Young
Journal of Economic Literature (2016) Vol. 54, Iss. 3, pp. 779-831
Open Access | Times Cited: 430
Network Structure and Systemic Risk in Banking Systems
Rama Cont, Amal Moussa, Edson Bastos e Santos
Cambridge University Press eBooks (2013), pp. 327-368
Open Access | Times Cited: 385
Stability analysis of financial contagion due to overlapping portfolios
Fabio Caccioli, Munik Shrestha, Cristopher Moore, et al.
Journal of Banking & Finance (2014) Vol. 46, pp. 233-245
Open Access | Times Cited: 366
The statistical physics of real-world networks
Giulio Cimini, Tiziano Squartini, Fabio Saracco, et al.
Nature Reviews Physics (2018) Vol. 1, Iss. 1, pp. 58-71
Closed Access | Times Cited: 324
Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards
Ángela Maddaloni, José‐Luis Peydró
Review of Financial Studies (2011) Vol. 24, Iss. 6, pp. 2121-2165
Closed Access | Times Cited: 319
‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
Sheri M. Markose, Simone Giansante, Ali Rais Shaghaghi
Journal of Economic Behavior & Organization (2012) Vol. 83, Iss. 3, pp. 627-646
Open Access | Times Cited: 302
A network analysis of global banking: 1978–2010
Camelia Minoiu, Javier A. Reyes
Journal of Financial Stability (2013) Vol. 9, Iss. 2, pp. 168-184
Open Access | Times Cited: 302
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
Hamed Amini, Rama Cont, Andreea Minca
Mathematical Finance (2013) Vol. 26, Iss. 2, pp. 329-365
Open Access | Times Cited: 291
Default cascades: When does risk diversification increase stability?
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, et al.
Journal of Financial Stability (2012) Vol. 8, Iss. 3, pp. 138-149
Open Access | Times Cited: 275
The multiplex structure of interbank networks
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante, et al.
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 673-691
Open Access | Times Cited: 264
Measuring the systemic importance of interconnected banks
Mathias Drehmann, Nikola Tarashev
Journal of Financial Intermediation (2013) Vol. 22, Iss. 4, pp. 586-607
Closed Access | Times Cited: 246
Filling in the blanks: network structure and interbank contagion
Kartik Anand, Ben R. Craig, Goetz von Peter
Quantitative Finance (2014) Vol. 15, Iss. 4, pp. 625-636
Open Access | Times Cited: 227
Syndication, interconnectedness, and systemic risk
Jian Cai, Frederik Eidam, Anthony Saunders, et al.
Journal of Financial Stability (2017) Vol. 34, pp. 105-120
Open Access | Times Cited: 220
Finding the core: Network structure in interbank markets
Daan in ’t Veld, Iman van Lelyveld
Journal of Banking & Finance (2014) Vol. 49, pp. 27-40
Open Access | Times Cited: 218
An analysis of the literature on systemic financial risk: A survey
Walmir Silva, Herbert Kimura, Vinícius Amorim Sobreiro
Journal of Financial Stability (2016) Vol. 28, pp. 91-114
Closed Access | Times Cited: 193
Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward
Claudio Borio
Annual Review of Financial Economics (2011) Vol. 3, Iss. 1, pp. 87-117
Open Access | Times Cited: 180
Overlapping portfolios, contagion, and financial stability
Fabio Caccioli, J. Doyne Farmer, Nick Foti, et al.
Journal of Economic Dynamics and Control (2014) Vol. 51, pp. 50-63
Closed Access | Times Cited: 173
Early-warning signals of topological collapse in interbank networks
Tiziano Squartini, Iman van Lelyveld, Diego Garlaschelli
Scientific Reports (2013) Vol. 3, Iss. 1
Open Access | Times Cited: 167
Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
Michael Gofman
Journal of Financial Economics (2016) Vol. 124, Iss. 1, pp. 113-146
Closed Access | Times Cited: 147
DebtRank: A Microscopic Foundation for Shock Propagation
Marco Bardoscia, Stefano Battiston, Fabio Caccioli, et al.
PLoS ONE (2015) Vol. 10, Iss. 6, pp. e0130406-e0130406
Open Access | Times Cited: 143
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
Axel Gandy, Luitgard Anna Maria Veraart
Management Science (2016) Vol. 63, Iss. 12, pp. 4428-4446
Closed Access | Times Cited: 137
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