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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:

Systemic risk spillovers in the European banking and sovereign network
Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen, et al.
Journal of Financial Stability (2015) Vol. 25, pp. 206-224
Open Access | Times Cited: 132

Showing 1-25 of 132 citing articles:

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin
Management Science (2022) Vol. 68, Iss. 4, pp. 2401-2431
Closed Access | Times Cited: 460
TENET: Tail-Event driven NETwork risk
Wolfgang Karl Härdle, Weining Wang, Lining Yu
Journal of Econometrics (2016) Vol. 192, Iss. 2, pp. 499-513
Open Access | Times Cited: 370
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Tareq Saeed, Elie Bouri, Hamed Alsulami
Energy Economics (2020) Vol. 96, pp. 105017-105017
Closed Access | Times Cited: 352
MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2019) Vol. 25, Iss. 5, pp. 716-742
Open Access | Times Cited: 278
Quantile connectedness in the cryptocurrency market
Elie Bouri, Tareq Saeed, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 71, pp. 101302-101302
Closed Access | Times Cited: 247
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
Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis
Jinyu Chen, Zhipeng Liang, Qian Ding, et al.
Energy Economics (2022) Vol. 107, pp. 105880-105880
Closed Access | Times Cited: 138
Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 99
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis
Zhifeng Dai, Xiaotong Zhang, Zhujia Yin
Energy Economics (2023) Vol. 118, pp. 106511-106511
Closed Access | Times Cited: 52
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network
Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman
Emerging Markets Review (2023) Vol. 54, pp. 101002-101002
Closed Access | Times Cited: 49
Global uncertainties and Australian financial markets: Quantile time-frequency connectedness
Umaid A. Sheikh, Mehrad Asadi, David Roubaud, et al.
International Review of Financial Analysis (2024) Vol. 92, pp. 103098-103098
Closed Access | Times Cited: 19
Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
Elie Bouri, Brian M. Lucey, Tareq Saeed, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101605-101605
Closed Access | Times Cited: 132
Systemic risk and bank size
Simone Varotto, Lei Zhao
Journal of International Money and Finance (2017) Vol. 82, pp. 45-70
Open Access | Times Cited: 130
Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis
Xianfang Su
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101098-101098
Closed Access | Times Cited: 106
Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks
Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 103
Multilayer information spillover networks: measuring interconnectedness of financial institutions
Gang‐Jin Wang, Shuyue Yi, Chi Xie, et al.
Quantitative Finance (2020) Vol. 21, Iss. 7, pp. 1163-1185
Closed Access | Times Cited: 73
Spillovers among energy commodities and the Russian stock market
Michele Costola, Marco Lorusso
Journal of commodity markets (2022) Vol. 28, pp. 100249-100249
Open Access | Times Cited: 66
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu Bing-yue, Ying Fan, Qiang Ji, et al.
Energy Economics (2021) Vol. 105, pp. 105749-105749
Open Access | Times Cited: 64
Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index
Imran Yousaf, Manel Youssef, John W. Goodell
International Review of Financial Analysis (2022) Vol. 83, pp. 102322-102322
Closed Access | Times Cited: 61
Tail-event driven NETwork dependence in emerging markets
Muhammad Abubakr Naeem, Imran Yousaf, Sitara Karim, et al.
Emerging Markets Review (2022) Vol. 55, pp. 100971-100971
Open Access | Times Cited: 40
Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets
Xiyong Dong, Seong‐Min Yoon
Energy Economics (2023) Vol. 121, pp. 106680-106680
Closed Access | Times Cited: 29
Quantile spillovers and connectedness analysis between oil and African stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Economic Analysis and Policy (2023) Vol. 78, pp. 60-83
Closed Access | Times Cited: 26
Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?
Walid Mensi, Md Rajib Kamal, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101970-101970
Closed Access | Times Cited: 23
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 23
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective
Matteo Foglia, Caterina Di Tommaso, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101942-101942
Closed Access | Times Cited: 8
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