Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Conditional Euro Area Sovereign Default Risk
André Lucas, Bernd Schwaab, Xin Zhang
Journal of Business and Economic Statistics (2013) Vol. 32, Iss. 2, pp. 271-284
Open Access | Times Cited: 155

Showing 1-25 of 155 citing articles:

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Christian T. Brownlees, Robert F. Engle
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 48-79
Open Access | Times Cited: 1078
Volatility, Correlation and Tails for Systemic Risk Measurement
Christian T. Brownlees, Robert F. Engle
SSRN Electronic Journal (2011)
Open Access | Times Cited: 683
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 560
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
Fabian Eser, Bernd Schwaab
Journal of Financial Economics (2015) Vol. 119, Iss. 1, pp. 147-167
Closed Access | Times Cited: 304
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
Dong Hwan Oh, Andrew J. Patton
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 2, pp. 181-195
Open Access | Times Cited: 236
Measuring sovereign contagion in Europe
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, et al.
Journal of Financial Stability (2017) Vol. 34, pp. 150-181
Open Access | Times Cited: 121
Spillover dynamics for systemic risk measurement using spatial financial time series models
Francisco Blasques, Siem Jan Koopman, André Lucas, et al.
Journal of Econometrics (2016) Vol. 195, Iss. 2, pp. 211-223
Open Access | Times Cited: 116
Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis
Michael Ehrmann, Marcel Fratzscher
Journal of International Money and Finance (2016) Vol. 70, pp. 26-44
Closed Access | Times Cited: 112
Maximum likelihood estimation for score-driven models
Francisco Blasques, J. van Brummelen, Siem Jan Koopman, et al.
Journal of Econometrics (2021) Vol. 227, Iss. 2, pp. 325-346
Open Access | Times Cited: 63
Time‐Varying Transition Probabilities for Markov Regime Switching Models
Marco Bazzi, Francisco Blasques, Siem Jan Koopman, et al.
Journal of Time Series Analysis (2016) Vol. 38, Iss. 3, pp. 458-478
Open Access | Times Cited: 80
Maximum Likelihood Estimation for Generalized Autoregressive Score Models
Francisco Blasques, Siem Jan Koopman, André Lucas
SSRN Electronic Journal (2014)
Open Access | Times Cited: 74
New HEAVY Models for Fat-Tailed Realized Covariances and Returns
Anne Opschoor, P. Janus, André Lucas, et al.
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 4, pp. 643-657
Open Access | Times Cited: 73
ECB policy and Eurozone fragility: Was De Grauwe right?
Orkun Saka, Ana-Marı́a Fuertes, Elena Kalotychou
Journal of International Money and Finance (2015) Vol. 54, pp. 168-185
Open Access | Times Cited: 71
Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area*
Marcel Fratzscher, Malte Rieth
Review of Finance (2018) Vol. 23, Iss. 4, pp. 745-775
Open Access | Times Cited: 64
Financialization of agricultural commodities: Evidence from China
Ruolan Ouyang, Xuan Zhang
Economic Modelling (2019) Vol. 85, pp. 381-389
Open Access | Times Cited: 59
Forecasting cryptocurrency volatility
Leopoldo Catania, Stefano Grassi
International Journal of Forecasting (2021) Vol. 38, Iss. 3, pp. 878-894
Closed Access | Times Cited: 44
Network analysis of risk transmission among energy futures: An industrial chain perspective
Ruolan Ouyang, Chengkai Zhuang, Tingting Wang, et al.
Energy Economics (2022) Vol. 107, pp. 105798-105798
Closed Access | Times Cited: 38
Central bank policies and financial markets: Lessons from the euro crisis
Ashoka Mody, Milan Nedeljković
Journal of Banking & Finance (2023) Vol. 158, pp. 107033-107033
Open Access | Times Cited: 20
GOVERNMENT DEBT AND BANKING FRAGILITY: THE SPREADING OF STRATEGIC UNCERTAINTY
Russell Cooper, Kalin Nikolov
International Economic Review (2018) Vol. 59, Iss. 4, pp. 1905-1925
Open Access | Times Cited: 59
Measuring Sovereign Contagion in Europe
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 58
High Dimensional Dynamic Stochastic Copula Models
Drew Creal, Ruey S. Tsay
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 56
The information in systemic risk rankings
Federico Nucera, Bernd Schwaab, Siem Jan Koopman, et al.
Journal of Empirical Finance (2016) Vol. 38, pp. 461-475
Open Access | Times Cited: 55
An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
Marta Gómez‐Puig, Simón Sosvilla‐Rivero, María del Carmen Ramos-Herrera
The North American Journal of Economics and Finance (2014) Vol. 30, pp. 133-153
Open Access | Times Cited: 54
Modelling Crypto-Currencies Financial Time-Series
Leopoldo Catania, Stefano Grassi
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 53
Stationarity and ergodicity of univariate generalized autoregressive score processes
Francisco Blasques, Siem Jan Koopman, André Lucas
Electronic Journal of Statistics (2014) Vol. 8, Iss. 1
Open Access | Times Cited: 52
Page 1 - Next Page

Scroll to top