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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:

Hierarchical contagions in the interdependent financial network
William A. Barnett, Xue Wang, Hai-Chuan Xu, et al.
Journal of Financial Stability (2022) Vol. 61, pp. 101037-101037
Open Access | Times Cited: 15

Showing 15 citing articles:

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
Stress testing climate risk: A network-based analysis of the Chinese banking system
Hai-Chuan Xu, T. S. Li, Peng‐Fei Dai, et al.
Journal of International Money and Finance (2024) Vol. 149, pp. 103207-103207
Closed Access | Times Cited: 2
Interbank asset-liability networks with fire sale management
Zachary Feinstein, Grzegorz Hałaj
Journal of Economic Dynamics and Control (2023) Vol. 155, pp. 104734-104734
Open Access | Times Cited: 5
The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation
Sherrihan Radi, Bartosz Gębka, Vasileios Kallinterakis
Journal of Economic Behavior & Organization (2024) Vol. 224, pp. 966-995
Closed Access | Times Cited: 1
Effects of mergers on network models of the financial system
Daniel Henrik Nevermann, Lotta Heckmann-Draisbach
International Review of Financial Analysis (2023) Vol. 90, pp. 102931-102931
Open Access | Times Cited: 3
Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives
Tao Chen, Guang-Yan Zhong, Jiangcheng Li
Physica A Statistical Mechanics and its Applications (2023) Vol. 614, pp. 128558-128558
Closed Access | Times Cited: 2
Evolutionary algorithm with a regression model for multiobjective minimization of systemic risk in financial systems
Krzysztof Michalak
Soft Computing (2023) Vol. 28, Iss. 5, pp. 3921-3939
Open Access | Times Cited: 2
Optimization method for protecting the robustness of first-order nodes in complex networks
Mengjiao Chen, Niu Wang, Daijun Wei
AIP Advances (2024) Vol. 14, Iss. 10
Open Access
Percolation behavior of partially interdependent networks with capacity and loads
Mengjiao Chen, Niu Wang, Daijun Wei, et al.
Chaos Solitons & Fractals (2024) Vol. 189, pp. 115674-115674
Closed Access
Will a boom be followed by crash? A new systemic risk measure based on right-tail risk
Qing Liu, Mengxia Xu, Jinwu Xiong
Frontiers in Psychology (2023) Vol. 13
Open Access | Times Cited: 1
Factors Affecting Financial Stability of Sharia Banks in Indonesia
Ulfi Kartika Oktaviana, Titis Miranti
Shirkah Journal of Economics and Business (2024) Vol. 9, Iss. 2, pp. 213-228
Open Access
Multilayer Interdependencies in the Banking System of Japan: Correlation Dynamics and Determinants
Duc Thi Luu, Hiroyasu Inoue, Lutz Honvehlmann, et al.
(2024)
Closed Access
Fundamental Review of the Capital Buffer Framework
Silvio Andrae
SSRN Electronic Journal (2023)
Closed Access
Interbank complex network and liquidity creation: Evidence from European banks
Chuangxia Huang, Shumin Tan, L. K. Li, et al.
Mathematical Biosciences & Engineering (2023) Vol. 20, Iss. 11, pp. 19416-19437
Open Access
Multilayer Interdependencies in the Banking System of Japan: Correlation Dynamics and Its Determinants
Duc Thi Luu, Hiroyasu Inoue, Yoshi Fujiwara, et al.
SSRN Electronic Journal (2023)
Closed Access
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