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:

Taming the Basel leverage cycle
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer, et al.
Journal of Financial Stability (2016) Vol. 27, pp. 263-277
Open Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

Agent-Based Modeling in Economics and Finance: Past, Present, and Future
Robert L. Axtell, J. Doyne Farmer
Journal of Economic Literature (2025) Vol. 63, Iss. 1, pp. 197-287
Closed Access | Times Cited: 7

Financial Time Series Forecasting Using Empirical Mode Decomposition and Support Vector Regression
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
Risks (2018) Vol. 6, Iss. 1, pp. 7-7
Open Access | Times Cited: 70

Systemic risk measures and regulatory challenges
Scott J. Ellis, Satish Sharma, Janusz Brzeszczyński
Journal of Financial Stability (2021) Vol. 61, pp. 100960-100960
Open Access | Times Cited: 54

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 28

Dynamic correlations at different time-scales with empirical mode decomposition
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
Physica A Statistical Mechanics and its Applications (2018) Vol. 502, pp. 534-544
Open Access | Times Cited: 30

Default clustering of the nonfinancial sector and systemic risk: Evidence from China
Xiaoting Wang, Siyuan Hou, Shen Jie
Economic Modelling (2021) Vol. 96, pp. 196-208
Closed Access | Times Cited: 17

Model-based financial regulations impair the transition to net-zero carbon emissions
Matteo Gasparini, Matthew C. Ives, Ben Carr, et al.
Nature Climate Change (2024) Vol. 14, Iss. 5, pp. 476-481
Open Access | Times Cited: 2

Scenario-free analysis of financial stability with interacting contagion channels
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer, et al.
Journal of Banking & Finance (2022) Vol. 146, pp. 106684-106684
Open Access | Times Cited: 10

Heterogeneous speculators and stock market dynamics: a simple agent-based computational model
Noemi Schmitt, Ivonne Schwartz, Frank Westerhoff
European Journal of Finance (2020) Vol. 28, Iss. 13-15, pp. 1263-1282
Open Access | Times Cited: 16

Using realistic trading strategies in an agent-based stock market model
Bàrbara Llacay, Gilbert Peffer
Computational and Mathematical Organization Theory (2017) Vol. 24, Iss. 3, pp. 308-350
Open Access | Times Cited: 12

Taming financial systemic risk: models, instruments and early warning indicators
Gabriele Tedeschi, Fabio Caccioli, Maria Cristina Recchioni
Journal of Economic Interaction and Coordination (2019) Vol. 15, Iss. 1, pp. 1-7
Open Access | Times Cited: 11

Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model
Dhruv Sharma, Jean‐Philippe Bouchaud, Marco Tarzia, et al.
Journal of Statistical Mechanics Theory and Experiment (2021) Vol. 2021, Iss. 6, pp. 063403-063403
Open Access | Times Cited: 8

Early warning indicators and macro-prudential policies: a credit network agent based model
Ermanno Catullo, Antonio Palestrini, Ruggero Grilli, et al.
Journal of Economic Interaction and Coordination (2017) Vol. 13, Iss. 1, pp. 81-115
Closed Access | Times Cited: 8

Impact of value-at-risk models on market stability
Bàrbara Llacay, Gilbert Peffer
Journal of Economic Dynamics and Control (2017) Vol. 82, pp. 223-256
Open Access | Times Cited: 8

Collateralization, leverage, and stressed expected loss
Éric Jondeau, Amir Khalilzadeh
Journal of Financial Stability (2017) Vol. 33, pp. 226-243
Closed Access | Times Cited: 7

When panic makes you blind: A chaotic route to systemic risk
Piero Mazzarisi, Fabrizio Lillo, Stefano Marmi
Journal of Economic Dynamics and Control (2019) Vol. 100, pp. 176-199
Open Access | Times Cited: 5

Systemic Implications of the Bail-In Design
Alissa M. Kleinnijenhuis, Charles Goodhart, J. Doyne Farmer
SSRN Electronic Journal (2021)
Open Access | Times Cited: 5

Early Warning Indicators and Macro-Prudential Policies: A Credit Network Agent Based Model
Ermanno Catullo, Ruggero Grilli, Antonio Palestrini, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 3

Inherent Instability: Scenario-Free Analysis of Financial Systems with Interacting Contagion Channels
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3

Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks
Fabrizio Lillo, Giulia Livieri, Stefano Marmi, et al.
SIAM Journal on Financial Mathematics (2023) Vol. 14, Iss. 2, pp. 598-643
Open Access | Times Cited: 1

The Blind Monks and the Elephant: Contrasting Narratives of Financial Crisis
Marcus Miller, Songklod Rastapana, Lei Zhang
Manchester School (2018) Vol. 86, Iss. S1, pp. 83-109
Open Access | Times Cited: 2

Use of Empirical Mode Decomposition in Improving Neural Network Forecasting of Paddy Price
Siti Nabilah Syuhada Abdullah, Ani Shabri, Ruhaidah Samsudin
MATEMATIKA (2019), pp. 53-64
Open Access | Times Cited: 2

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