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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:

Dynamic Conditional Beta
Robert F. Engle
Journal of Financial Econometrics (2016) Vol. 14, Iss. 4, pp. 643-667
Open Access | Times Cited: 106

Showing 1-25 of 106 citing articles:

Climate sentiments, transition risk, and financial stability in a stock-flow consistent model
Nepomuk Dunz, Asjad Naqvi, Irene Monasterolo
Journal of Financial Stability (2021) Vol. 54, pp. 100872-100872
Open Access | Times Cited: 123
Modeling Corporate Bond Returns
Bryan Kelly, DIOGO PALHARES, SETH PRUITT
The Journal of Finance (2023) Vol. 78, Iss. 4, pp. 1967-2008
Closed Access | Times Cited: 92
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
Georgiana-Denisa Banulescu, Elena‐Ivona Dumitrescu
Journal of Banking & Finance (2014) Vol. 50, pp. 575-588
Closed Access | Times Cited: 160
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY
Peter Reinhard Hansen, Asger Lunde, Valeri Voev
Journal of Applied Econometrics (2014) Vol. 29, Iss. 5, pp. 774-799
Closed Access | Times Cited: 139
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102986-102986
Closed Access | Times Cited: 24
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures
Teodoro D. Cocca, David Gabauer, Stefan Pomberger
Energy Economics (2024) Vol. 136, pp. 107680-107680
Closed Access | Times Cited: 12
Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
Gianluca De Nard, Olivier Ledoit, Michael Wolf
Journal of Financial Econometrics (2018) Vol. 19, Iss. 2, pp. 236-257
Open Access | Times Cited: 82
Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
Marco Valerio Geraci, Jean‐Yves Gnabo
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 3, pp. 1371-1390
Open Access | Times Cited: 72
Factor Structure in Commodity Futures Return and Volatility
Peter Christoffersen, Asger Lunde, Kasper V. Olesen
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 3, pp. 1083-1115
Open Access | Times Cited: 67
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
Systemic Risk 10 Years Later
Robert F. Engle
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 125-152
Open Access | Times Cited: 50
Bank complexity, governance, and risk
Ricardo Correa, Linda S. Goldberg
Journal of Banking & Finance (2021) Vol. 134, pp. 106013-106013
Open Access | Times Cited: 40
Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?
Dimitrios Koutmos, Timothy King, Constantin Zopounidis
The Journal of Financial Research (2021) Vol. 44, Iss. 4, pp. 815-837
Closed Access | Times Cited: 39
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics
Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, et al.
European Journal of Operational Research (2022) Vol. 304, Iss. 2, pp. 813-831
Open Access | Times Cited: 20
The Industrial Organization of the US Residential Mortgage Market
Richard Stanton, Johan Waldén, Nancy Wallace
Annual Review of Financial Economics (2014) Vol. 6, Iss. 1, pp. 259-288
Open Access | Times Cited: 35
Does investment in fintech assets enhance performance in China’s financial sector? Evidence from multiple investment strategies
Xin Li, Kai‐Hua Wang
Electronic Commerce Research (2025)
Closed Access
How does subordinated debt affect the cost of capital for banks?
Leyla Yusifzada
Pacific-Basin Finance Journal (2025), pp. 102714-102714
Closed Access
Generalized Autoregressive Conditional Betas: longitudinal feedback in multifactor asset pricing
Stefano Grassi, Francesco Violante
Journal of Business and Economic Statistics (2025), pp. 1-24
Closed Access
Investment strategies for the EU emissions trading system and fossil fuel markets: a DCC-GARCH R 2 decomposed connectedness analysis
Enci Wang, Jianyun Nie, Wenwen Zhang, et al.
Applied Economics (2025), pp. 1-20
Closed Access
Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
Gianluca De Nard, Olivier Ledoit, Michael Wolf
SSRN Electronic Journal (2018)
Open Access | Times Cited: 32
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area
Claudio Morana
Economic Modelling (2017) Vol. 64, pp. 82-96
Open Access | Times Cited: 31
Measuring the probability of a financial crisis
Robert F. Engle, Tianyue Ruan
Proceedings of the National Academy of Sciences (2019) Vol. 116, Iss. 37, pp. 18341-18346
Open Access | Times Cited: 27
The Implied Equity Premium
Paul C. Tetlock
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 9
Dynamic Market Timing in Mutual Funds
Jeffrey A. Busse, Jing Ding, Lei Jiang, et al.
Management Science (2023) Vol. 70, Iss. 6, pp. 3470-3492
Closed Access | Times Cited: 9
Clean Energy Market Connectedness and Investment Strategies: New Evidence from DCC-GARCH R2 Decomposed Connectedness Measures
Teo Cocca, David Gabauer, Stefan Pomberger
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 3
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