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:
Volatility spillover features in financial industries and identification of systemically important financial institutions: A new perspective
Wang Hu, Xin Liu
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102241-102241
Closed Access | Times Cited: 8
Wang Hu, Xin Liu
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102241-102241
Closed Access | Times Cited: 8
Showing 8 citing articles:
Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study
Sen Qiao, Chang Yuan, Xi Xi, et al.
Energy Economics (2024), pp. 107919-107919
Closed Access | Times Cited: 5
Sen Qiao, Chang Yuan, Xi Xi, et al.
Energy Economics (2024), pp. 107919-107919
Closed Access | Times Cited: 5
Forecasting volatility spillovers across Chinese financial industries: an out-of-sample framework using a novel matrix autoregressive model
Chengcheng Liu, Fang Tong
Applied Economics (2025), pp. 1-21
Closed Access
Chengcheng Liu, Fang Tong
Applied Economics (2025), pp. 1-21
Closed Access
Systemic Importance of Chinese Financial Institutions based on the QC-ISAM-ARMA Temporal Network with Coupling
Zhao Xia, Sun Xiao, Jiefei Huang, et al.
The Quarterly Review of Economics and Finance (2025), pp. 101979-101979
Closed Access
Zhao Xia, Sun Xiao, Jiefei Huang, et al.
The Quarterly Review of Economics and Finance (2025), pp. 101979-101979
Closed Access
The performance of industry risk spillover under extreme events: Evidence from the Chinese stock market
Haixiang Yao, Xiaoqing Jiang
Pacific-Basin Finance Journal (2025) Vol. 91, pp. 102719-102719
Closed Access
Haixiang Yao, Xiaoqing Jiang
Pacific-Basin Finance Journal (2025) Vol. 91, pp. 102719-102719
Closed Access
Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?——Evidence from SHARV-MGJR model
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Finance research letters (2024) Vol. 67, pp. 105757-105757
Closed Access | Times Cited: 2
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Finance research letters (2024) Vol. 67, pp. 105757-105757
Closed Access | Times Cited: 2
Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China
Xuewei Zhou, Zisheng Ouyang, Min Lu, et al.
Pacific-Basin Finance Journal (2024), pp. 102533-102533
Closed Access | Times Cited: 2
Xuewei Zhou, Zisheng Ouyang, Min Lu, et al.
Pacific-Basin Finance Journal (2024), pp. 102533-102533
Closed Access | Times Cited: 2
Systemic Risk and Network Contagion in Rcep Financial Markets: Evidence from the Tednqr Model
Yan Chen, Qiong Luo, Feipeng Zhang
(2024)
Closed Access
Yan Chen, Qiong Luo, Feipeng Zhang
(2024)
Closed Access
Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model
Yan Chen, Qiong Luo, Feipeng Zhang
The North American Journal of Economics and Finance (2024), pp. 102317-102317
Closed Access
Yan Chen, Qiong Luo, Feipeng Zhang
The North American Journal of Economics and Finance (2024), pp. 102317-102317
Closed Access
