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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:

Cyclical default and recovery in stress testing loan losses
Esa Jokivuolle, Matti Virén
Journal of Financial Stability (2011) Vol. 9, Iss. 1, pp. 139-149
Closed Access | Times Cited: 26

Showing 1-25 of 26 citing articles:

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
Why is credit-to-GDP a good measure for setting countercyclical capital buffers?
Esa Jokivuolle, Jarmo Pesola, Matti Virén
Journal of Financial Stability (2015) Vol. 18, pp. 117-126
Closed Access | Times Cited: 34
Geographic diversification in banking
Yiwei Fang, Iman van Lelyveld
Journal of Financial Stability (2014) Vol. 15, pp. 172-181
Closed Access | Times Cited: 32
Creditor recovery: The macroeconomic dependence of industry equilibrium
Nada Mora
Journal of Financial Stability (2015) Vol. 18, pp. 172-186
Open Access | Times Cited: 32
Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default
Zheqi Wang, Jonathan Crook, Galina Andreeva
European Journal of Operational Research (2020) Vol. 287, Iss. 2, pp. 725-738
Open Access | Times Cited: 25
The common drivers of default risk
Christoph Memmel, Yalın Gündüz, Peter Raupach
Journal of Financial Stability (2014) Vol. 16, pp. 232-247
Open Access | Times Cited: 26
How much can illiquidity affect corporate debt yield spread?
Menachem Abudy, Alon Raviv
Journal of Financial Stability (2016) Vol. 25, pp. 58-69
Closed Access | Times Cited: 15
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
Assessing the credit risk of money market funds during the eurozone crisis
Seán Collins, Emily Gallagher
Journal of Financial Stability (2015) Vol. 25, pp. 150-165
Closed Access | Times Cited: 13
Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond
Xiao Yao, Jonathan Crook, Galina Andreeva
Journal of Financial Stability (2016) Vol. 28, pp. 1-15
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
Measuring Non-Performing Loans During (and After) Credit Booms
Dobromił Serwa
Central European Journal of Economic Modelling and Econometrics (2013) Vol. 5, Iss. 3, pp. 163-183
Closed Access | Times Cited: 5
Estimating probability of default via delinquencies? Evidence from European P2P lending market
Asror Nigmonov, Syed Shams, Povilas Urbonas
Global Finance Journal (2024) Vol. 63, pp. 101050-101050
Open Access
High-dimensional macroeconomic stress testing of corporate recovery rate
Abdolreza Nazemi, Friedrich Baumann, Melanie Schienle, et al.
Quantitative Finance (2024), pp. 1-10
Closed Access
What Drives Loan Losses in Europe?
Esa Jokivuolle, Jarmo Pesola, Matti Virén
SSRN Electronic Journal (2013)
Open Access | Times Cited: 2
Many a Little Makes a Mickle: Macro Portfolio Stress Test for Small and Medium-Sized German Banks
Ramona Busch, Philipp Koziol, Marc Mitrovic
SSRN Electronic Journal (2015)
Open Access | Times Cited: 2
What Drives Loan Losses in Europe?
Esa Jokivuolle, Jarmo Pesola, Matti Virén
SSRN Electronic Journal (2014)
Open Access | Times Cited: 2
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework
Matteo Barbagli, Frédéric Vrins
Economic Modelling (2023) Vol. 125, pp. 106321-106321
Closed Access | Times Cited: 1
Three PD-LGD models for a stress test exercise
Edouard Pineau
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
دور اختبارات تحمل الضغوط في قياس التأثيرات المالية المحتملة لمخاطر التغيرات المناخية بالقطاع المصرفي المصري " سيناريوهات موضوعية .. وأدلة تطبيقية "
محمد موسى علي شحاتة
Deleted Journal (2024) Vol. 16, Iss. 16.1, pp. 675-740
Open Access
Assessing Credit Risk in Money Market Fund Portfolios
Seán Collins, Emily Gallagher
SSRN Electronic Journal (2014)
Open Access | Times Cited: 1
A inadimplência do sistema financeiro no Brasil explicada por meio de fatores macroeconômicos
Natália Cordeiro Zaniboni
(2013)
Open Access | Times Cited: 1
Model approaches to stress testing of banks and banking system: Modern trends and opportunities for improvement
V.V. Selyutin, E. A. Vlasenko, Karine Mesropyan
Finance and Credit (2017) Vol. 23, Iss. 8, pp. 430-449
Closed Access | Times Cited: 1
نموذج مقتـرح للقیــاس والإفصاح المحــاسبی عن اختبارات تحمل الضغوط کأداه لإدارة المخـــاطر المصرفیة "دراســـة تطبیقیــة "
محمد موسى
المجلة العلمية للدراسات والبحوث المالية والإدارية (2018) Vol. 2, Iss. 1, pp. 201-242
Open Access
Modelos para teste de estresse do sistema financeiro no Brasil
Natália Cordeiro Zaniboni
(2018)
Open Access
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