
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:
Bank lending and systemic risk: A financial-real sector network approach with feedback
Thiago Christiano Silva, Michel Alexandre, Benjamin Miranda Tabak
Journal of Financial Stability (2017) Vol. 38, pp. 98-118
Closed Access | Times Cited: 88
Thiago Christiano Silva, Michel Alexandre, Benjamin Miranda Tabak
Journal of Financial Stability (2017) Vol. 38, pp. 98-118
Closed Access | Times Cited: 88
Showing 1-25 of 88 citing articles:
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
A Hybrid Approach Using Oversampling Technique and Cost-Sensitive Learning for Bankruptcy Prediction
Tuong Le, Minh Thanh Vo, Bay Vo, et al.
Complexity (2019) Vol. 2019, Iss. 1
Open Access | Times Cited: 76
Tuong Le, Minh Thanh Vo, Bay Vo, et al.
Complexity (2019) Vol. 2019, Iss. 1
Open Access | Times Cited: 76
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
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 23
Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks
Xingmin Zhang, Qiang Fu, Liping Lu, et al.
Journal of Financial Stability (2021) Vol. 53, pp. 100844-100844
Closed Access | Times Cited: 51
Xingmin Zhang, Qiang Fu, Liping Lu, et al.
Journal of Financial Stability (2021) Vol. 53, pp. 100844-100844
Closed Access | Times Cited: 51
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis
Yan Zhang, Yushi Xu, Xintong Zhu, et al.
Journal of commodity markets (2024) Vol. 34, pp. 100392-100392
Closed Access | Times Cited: 7
Yan Zhang, Yushi Xu, Xintong Zhu, et al.
Journal of commodity markets (2024) Vol. 34, pp. 100392-100392
Closed Access | Times Cited: 7
Interconnected banks and systemically important exposures
Alan Roncoroni, Stefano Battiston, Marco D’Errico, et al.
Journal of Economic Dynamics and Control (2021) Vol. 133, pp. 104266-104266
Open Access | Times Cited: 35
Alan Roncoroni, Stefano Battiston, Marco D’Errico, et al.
Journal of Economic Dynamics and Control (2021) Vol. 133, pp. 104266-104266
Open Access | Times Cited: 35
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
Concentrated commonalities and systemic risk in China's banking system: A contagion network approach
Qing Shi, Xiaoqi Sun, Yile Jiang
International Review of Financial Analysis (2022) Vol. 83, pp. 102253-102253
Closed Access | Times Cited: 25
Qing Shi, Xiaoqi Sun, Yile Jiang
International Review of Financial Analysis (2022) Vol. 83, pp. 102253-102253
Closed Access | Times Cited: 25
Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock
Benjamin Miranda Tabak, Igor Bettanin Dalla Riva e Silva, Thiago Christiano Silva
The Quarterly Review of Economics and Finance (2022) Vol. 84, pp. 324-336
Open Access | Times Cited: 24
Benjamin Miranda Tabak, Igor Bettanin Dalla Riva e Silva, Thiago Christiano Silva
The Quarterly Review of Economics and Finance (2022) Vol. 84, pp. 324-336
Open Access | Times Cited: 24
The drivers of systemic risk in financial networks: a data-driven machine learning analysis
Michel Alexandre, Thiago Christiano Silva, Colm Connaughton, et al.
Chaos Solitons & Fractals (2021) Vol. 153, pp. 111588-111588
Open Access | Times Cited: 29
Michel Alexandre, Thiago Christiano Silva, Colm Connaughton, et al.
Chaos Solitons & Fractals (2021) Vol. 153, pp. 111588-111588
Open Access | Times Cited: 29
The physics of financial networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston, et al.
Nature Reviews Physics (2021) Vol. 3, Iss. 7, pp. 490-507
Closed Access | Times Cited: 28
Marco Bardoscia, Paolo Barucca, Stefano Battiston, et al.
Nature Reviews Physics (2021) Vol. 3, Iss. 7, pp. 490-507
Closed Access | Times Cited: 28
Credit diversification and banking systemic risk
Chao Wang, Boyi Chen, Xiaoxing Liu
Journal of Economic Interaction and Coordination (2024) Vol. 19, Iss. 1, pp. 59-83
Closed Access | Times Cited: 4
Chao Wang, Boyi Chen, Xiaoxing Liu
Journal of Economic Interaction and Coordination (2024) Vol. 19, Iss. 1, pp. 59-83
Closed Access | Times Cited: 4
Estimating the impact of supply chain network contagion on financial stability
Zlata Tabachová, Christian Diem, András Borsos, et al.
Journal of Financial Stability (2024), pp. 101336-101336
Open Access | Times Cited: 4
Zlata Tabachová, Christian Diem, András Borsos, et al.
Journal of Financial Stability (2024), pp. 101336-101336
Open Access | Times Cited: 4
Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China
Lei Song, Yu Chen
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Lei Song, Yu Chen
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Tail Risk Spillovers Between the Financial Sector and Real Economy: Network Analysis of China’s Industries
Chao Li, Z Zhang, Han Cang
Computational Economics (2025)
Closed Access
Chao Li, Z Zhang, Han Cang
Computational Economics (2025)
Closed Access
Climate Risk Stress Testing: A Critical Survey and Classification
Henk Jan Reinders, Dirk Schoenmaker, Mathijs A. van Dijk
Journal of Climate Finance (2025), pp. 100061-100061
Open Access
Henk Jan Reinders, Dirk Schoenmaker, Mathijs A. van Dijk
Journal of Climate Finance (2025), pp. 100061-100061
Open Access
Agent-based modeling at central banks: recent developments and new challenges
András Borsos, Adrián Carro, Aldo Glielmo, et al.
Documento ocasional/Documento ocasional - Banco de España (2025)
Closed Access
András Borsos, Adrián Carro, Aldo Glielmo, et al.
Documento ocasional/Documento ocasional - Banco de España (2025)
Closed Access
Inflation and systemic risk: A network econometric model
Javier Sánchez García, Salvador Cruz Rambaud
Finance research letters (2023) Vol. 56, pp. 104104-104104
Open Access | Times Cited: 10
Javier Sánchez García, Salvador Cruz Rambaud
Finance research letters (2023) Vol. 56, pp. 104104-104104
Open Access | Times Cited: 10
Systemic Importance and Risk Characteristics of Banks Based on a Multi-Layer Financial Network Analysis
Qianqian Gao, Hong Fan, Chengyang Yu
Entropy (2024) Vol. 26, Iss. 5, pp. 378-378
Open Access | Times Cited: 3
Qianqian Gao, Hong Fan, Chengyang Yu
Entropy (2024) Vol. 26, Iss. 5, pp. 378-378
Open Access | Times Cited: 3
Tail risk network analysis of Asian banks
Thach Ngoc Pham, Robert Powell, Deepa Bannigidadmath
Global Finance Journal (2024) Vol. 62, pp. 101017-101017
Open Access | Times Cited: 3
Thach Ngoc Pham, Robert Powell, Deepa Bannigidadmath
Global Finance Journal (2024) Vol. 62, pp. 101017-101017
Open Access | Times Cited: 3
Connectedness of financial institutions in Europe: A network approach across quantiles
Oleg Deev, Štefan Lyócsa
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124035-124035
Closed Access | Times Cited: 27
Oleg Deev, Štefan Lyócsa
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124035-124035
Closed Access | Times Cited: 27
Spillovers and diversification potential of bank equity returns from developed and emerging America
José Arreola Hernández, Sang Hoon Kang, Syed Jawad Hussain Shahzad, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101219-101219
Closed Access | Times Cited: 27
José Arreola Hernández, Sang Hoon Kang, Syed Jawad Hussain Shahzad, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101219-101219
Closed Access | Times Cited: 27
Does diversification promote systemic risk?
Chao Wang, Xiaoxing Liu, Jianmin He
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101680-101680
Closed Access | Times Cited: 16
Chao Wang, Xiaoxing Liu, Jianmin He
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101680-101680
Closed Access | Times Cited: 16
Climate Risk Stress Testing: A Conceptual Review
Henk Jan Reinders, Dirk Schoenmaker, Mathijs A. van Dijk
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Henk Jan Reinders, Dirk Schoenmaker, Mathijs A. van Dijk
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
INSTITUTIONS, HOUSEHOLD CREDIT COMPOSITION, AND THE BUSINESS CYCLE
Berrak Bahadir, Neven T. Valev
Economic Inquiry (2020) Vol. 58, Iss. 3, pp. 1401-1413
Closed Access | Times Cited: 21
Berrak Bahadir, Neven T. Valev
Economic Inquiry (2020) Vol. 58, Iss. 3, pp. 1401-1413
Closed Access | Times Cited: 21