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:

Stress-testing macro stress testing: Does it live up to expectations?
Claudio Borio, Mathias Drehmann, Kostas Tsatsaronis
Journal of Financial Stability (2013) Vol. 12, pp. 3-15
Open Access | Times Cited: 204

Showing 1-25 of 204 citing articles:

Climate risk and financial stability in the network of banks and investment funds
Alan Roncoroni, Stefano Battiston, Luis O. L. Escobar-Farfán, et al.
Journal of Financial Stability (2021) Vol. 54, pp. 100870-100870
Closed Access | Times Cited: 194

Robust Decision Making (RDM)
Robert J. Lempert
Springer eBooks (2019), pp. 23-51
Closed Access | Times Cited: 174

Climate Stress Testing
Viral V. Acharya, Richard Berner, Robert F. Engle, et al.
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 291-326
Open Access | Times Cited: 50

Climate-Related Scenarios for Financial Stability Assessment: An Application to France
Thomas Allen, Stéphane Dées, Carlos Mateo Caicedo Graciano, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 95

Central banks, financial stability and policy coordination in the age of climate uncertainty: a three-layered analytical and operational framework
Romain Svartzman, Patrick Bolton, Morgan Després, et al.
Climate Policy (2020) Vol. 21, Iss. 4, pp. 563-580
Closed Access | Times Cited: 86

Shaping a resilient future in response to COVID-19
Johan Rockström, Albert V. Norström, Nathanial Matthews, et al.
Nature Sustainability (2023) Vol. 6, Iss. 8, pp. 897-907
Open Access | Times Cited: 41

Central banks and climate risks: Where we are and where we are going?
Rosella Carè, Razia Fatima, Iustina Alina Boitan
International Review of Economics & Finance (2024) Vol. 92, pp. 1200-1229
Open Access | Times Cited: 10

Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR
Anastassios A. Drakos, Γεώργιος Π. Κουρέτας
International Review of Economics & Finance (2015) Vol. 40, pp. 127-140
Closed Access | Times Cited: 72

A probability-based stress test of Federal Reserve assets and income
Jens H. E. Christensen, Jose A. Lopez, Glenn D. Rudebusch
Journal of Monetary Economics (2015) Vol. 73, pp. 26-43
Open Access | Times Cited: 70

The regulator's conundrum. How market reflexivity limits fundamental financial reform
Bart Stellinga, Daniel Mügge
Review of International Political Economy (2017) Vol. 24, Iss. 3, pp. 393-423
Open Access | Times Cited: 66

What Role for Financial Supervisors in Addressing Environmental Risks?
Dirk Schoenmaker, Rens van Tilburg
Comparative Economic Studies (2016) Vol. 58, Iss. 3, pp. 317-334
Closed Access | Times Cited: 65

An entropy-based early warning indicator for systemic risk
Monica Billio, Roberto Casarin, Michele Costola, et al.
Journal of International Financial Markets Institutions and Money (2016) Vol. 45, pp. 42-59
Open Access | Times Cited: 61

Banking stress test effects on returns and risks
Cenkhan Sahin, Jakob de Haan, Ekaterina Neretina
Journal of Banking & Finance (2020) Vol. 117, pp. 105843-105843
Open Access | Times Cited: 56

Towards a post-pandemic policy framework to manage climate-related financial risks and resilience
Paola D’Orazio
Climate Policy (2021) Vol. 21, Iss. 10, pp. 1368-1382
Closed Access | Times Cited: 54

The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios
Robert Vermeulen, Edo Schets, Melanie Lohuis, et al.
Ecological Economics (2021) Vol. 190, pp. 107205-107205
Open Access | Times Cited: 53

Biodiversity loss and financial stability as a new frontier for central banks: An exploration for France
Paul Hadji-Lazaro, Mathilde Salin, Romain Svartzman, et al.
Ecological Economics (2024) Vol. 223, pp. 108246-108246
Closed Access | Times Cited: 8

Nexus of governance, macroeconomic conditions, and financial stability of banks: a comparison of developed and emerging countries
Saif Ullah, Atta Ullah, Mubasher Zaman
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7

Using Agent-Based Models for Analyzing Threats to Financial Stability
Richard Bookstaber
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 60

March madness in Wall Street: (What) does the market learn from stress tests?
Marcelo Fernandes, Deniz Igan, Marcelo Pinheiro
Journal of Banking & Finance (2017) Vol. 112, pp. 105250-105250
Open Access | Times Cited: 55

Determinants of non-performing loans: What do we know? A systematic review and avenues for future research
Florian Manz
Management Review Quarterly (2019) Vol. 69, Iss. 4, pp. 351-389
Closed Access | Times Cited: 52

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
Viral V. Acharya, Robert F. Engle, Diane Pierret
SSRN Electronic Journal (2013)
Open Access | Times Cited: 47

Bank regulatory arbitrage via risk weighted assets dispersion
Giovanni Ferri, Valerio Pesic
Journal of Financial Stability (2016) Vol. 33, pp. 331-345
Closed Access | Times Cited: 45

Strategic fire-sales and price-mediated contagion in the banking system
Yann Braouézec, Lakshithe Wagalath
European Journal of Operational Research (2018) Vol. 274, Iss. 3, pp. 1180-1197
Closed Access | Times Cited: 43

Systematic scenario selection: stress testing and the nature of uncertainty
Mark D. Flood, George G. Korenko
Quantitative Finance (2014) Vol. 15, Iss. 1, pp. 43-59
Closed Access | Times Cited: 42

Page 1 - Next Page

Scroll to top