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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:

Contingent Convertible bond literature review: making everything and nothing possible?
Philippe Oster
Journal of Banking Regulation (2019) Vol. 21, Iss. 4, pp. 343-381
Closed Access | Times Cited: 14

Showing 14 citing articles:

Monotone Function Intervals: Theory and Applications
Kai Hao Yang, Alexander Zentefis
American Economic Review (2024) Vol. 114, Iss. 8, pp. 2239-2270
Open Access | Times Cited: 4
Market efficiency and information flow between the crude palm oil and crude oil futures markets
Minhyuk Jeong, Sung-Chun Kim, Eojin Yi, et al.
Energy Strategy Reviews (2022) Vol. 45, pp. 101008-101008
Open Access | Times Cited: 16
The determinants of banks' AT1 CoCo spreads
Axel Kind, Philippe Oster, Franziska J. Peter
European Financial Management (2021) Vol. 28, Iss. 2, pp. 567-604
Closed Access | Times Cited: 7
Information flow among stocks, bonds, and convertible bonds
Kihwan Jo, Gahyun Choi, Jongwook Jeong, et al.
PLoS ONE (2023) Vol. 18, Iss. 3, pp. e0282964-e0282964
Open Access | Times Cited: 2
Capital Structure Models and Contingent Convertible Securities
Di Meng, Adam Metzler, R. Mark Reesor
Risks (2024) Vol. 12, Iss. 3, pp. 55-55
Open Access
Extreme Points and First-Order Stochastic Dominance: Theory and Applications
Kai Hao Yang, Alexander Zentefis
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Extracting implied volatilities from bank bonds
Michele Leonardo Bianchi, Gian Luca Tassinari
Quantitative Finance (2023) Vol. 23, Iss. 7-8, pp. 1177-1197
Closed Access | Times Cited: 1
Designing Bankers’ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives
Jens Hilscher, Sharon Peleg Lazar, Alon Raviv
Quarterly Journal of Finance (2021) Vol. 12, Iss. 01
Closed Access | Times Cited: 3
Do contingent convertible bonds reduce systemic risk?
Layla Mendes, Rodrigo de Oliveira Leite, José Fajardo
Journal of International Financial Markets Institutions and Money (2022) Vol. 78, pp. 101554-101554
Closed Access | Times Cited: 2
Determinants of CoCo issuance: liquidity and risk incentives
Bashar Abdallah, Francisco Rodríguez Fernández
Journal of Financial Regulation and Compliance (2022) Vol. 30, Iss. 4, pp. 412-438
Closed Access | Times Cited: 1
Contingent Convertible Bonds in Financial Networks
Giovanni Calice, Carlo Sala, Daniele Tantari
arXiv (Cornell University) (2020)
Open Access | Times Cited: 1
Bail-in requirements and CoCo bond issuance
Arndt-Gerrit Kund, Patrick Hertrampf, Florian Neitzert
Finance research letters (2022) Vol. 53, pp. 103569-103569
Closed Access | Times Cited: 1
Contingent convertible bonds in financial networks
Giovanni Calice, Carlo Sala, Daniele Tantari
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access
Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank
Song Jiaxin
(2023), pp. 63-87
Open Access
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