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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:

Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Benjamin Yibin Zhang, Hao Zhou, Haibin Zhu
Review of Financial Studies (2009) Vol. 22, Iss. 12, pp. 5099-5131
Open Access | Times Cited: 580

Showing 1-25 of 580 citing articles:

Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold
The Review of Economics and Statistics (2007) Vol. 89, Iss. 4, pp. 701-720
Open Access | Times Cited: 1394
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
Jing‐Zhi Huang, Mingxin Huang
The Review of Asset Pricing Studies (2012) Vol. 2, Iss. 2, pp. 153-202
Open Access | Times Cited: 1068
The Determinants of Credit Default Swap Premia
Jan Ericsson, Kris Jacobs, Rodolfo Oviedo
Journal of Financial and Quantitative Analysis (2009) Vol. 44, Iss. 1, pp. 109-132
Open Access | Times Cited: 659
Rollover Risk and Credit Risk
Zhiguo He, Wei Xiong
The Journal of Finance (2012) Vol. 67, Iss. 2, pp. 391-430
Open Access | Times Cited: 545
Market conditions, default risk and credit spreads
Dragon Yongjun Tang, Hong Yan
Journal of Banking & Finance (2009) Vol. 34, Iss. 4, pp. 743-753
Open Access | Times Cited: 318
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
Harjoat Singh Bhamra, Lars‐Alexander Kuehn, Ilya A. Strebulaev
Review of Financial Studies (2009) Vol. 23, Iss. 2, pp. 645-703
Closed Access | Times Cited: 305
How the Subprime Crisis went global: Evidence from bank credit default swap spreads
Barry Eichengreen, Ashoka Mody, Milan Nedeljković, et al.
Journal of International Money and Finance (2012) Vol. 31, Iss. 5, pp. 1299-1318
Open Access | Times Cited: 249
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure
Julian F Kölbel, Markus Leippold, Jordy Rillaerts, et al.
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 30-69
Closed Access | Times Cited: 101
ESG and corporate credit spreads
Florian Barth, Benjamin Hübel, Hendrik Scholz
The Journal of Risk Finance (2022) Vol. 23, Iss. 2, pp. 169-190
Closed Access | Times Cited: 80
A jump to default extended CEV model: an application of Bessel processes
Peter Carr, Vadim Linetsky
Finance and Stochastics (2006) Vol. 10, Iss. 3, pp. 303-330
Closed Access | Times Cited: 253
The information content of option-implied volatility for credit default swap valuation
Charles Cao, Fan Yu, Zhaodong Zhong
Journal of Financial Markets (2010) Vol. 13, Iss. 3, pp. 321-343
Closed Access | Times Cited: 232
Realized jumps on financial markets and predicting credit spreads
George Tauchen, Hao Zhou
Journal of Econometrics (2010) Vol. 160, Iss. 1, pp. 102-118
Open Access | Times Cited: 219
Rating Agency Adjustments to GAAP Financial Statements and Their Effect on Ratings and Credit Spreads
Pepa Kraft
The Accounting Review (2014) Vol. 90, Iss. 2, pp. 641-674
Closed Access | Times Cited: 177
The debt market relevance of management earnings forecasts: evidence from before and during the credit crisis
Lakshmanan Shivakumar, Oktay Urcan, Florin P. Vasvari, et al.
Review of Accounting Studies (2011) Vol. 16, Iss. 3, pp. 464-486
Closed Access | Times Cited: 146
A simple indicator of systemic risk
Dilip K. Patro, Min Qi, Xian Sun
Journal of Financial Stability (2012) Vol. 9, Iss. 1, pp. 105-116
Closed Access | Times Cited: 143
Limited arbitrage between equity and credit markets
Nikunj Kapadia, Xiaoling Pu
Journal of Financial Economics (2012) Vol. 105, Iss. 3, pp. 542-564
Closed Access | Times Cited: 142
The Empirical Analysis of Liquidity
Craig W. Holden, Stacey E. Jacobsen, Avanidhar Subrahmanyam
Foundations and Trends® in Finance (2014) Vol. 8, Iss. 4, pp. 263-365
Closed Access | Times Cited: 140
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 139
A Simple Robust Link Between American Puts and Credit Protection
Peter Carr, Liuren Wu
Review of Financial Studies (2010) Vol. 24, Iss. 2, pp. 473-505
Open Access | Times Cited: 128
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
Alexander Braun
Journal of Risk & Insurance (2015) Vol. 83, Iss. 4, pp. 811-847
Open Access | Times Cited: 119
Bank fragility and contagion: Evidence from the bank CDS market
Laura Ballester, Barbara Casu, Ana González‐Urteaga
Journal of Empirical Finance (2016) Vol. 38, pp. 394-416
Open Access | Times Cited: 102
The Myth of the Credit Spread Puzzle
Peter Feldhütter, Stephen M. Schaefer
Review of Financial Studies (2018)
Open Access | Times Cited: 100
Does economic policy uncertainty drive CDS spreads?
Tomasz Piotr Wisniewski, Brendan John Lambe
International Review of Financial Analysis (2015) Vol. 42, pp. 447-458
Open Access | Times Cited: 93
Systemic risk network of Chinese financial institutions
Libing Fang, Boyang Sun, H. J. Li, et al.
Emerging Markets Review (2018) Vol. 35, pp. 190-206
Open Access | Times Cited: 88
Financial distress and bankruptcy prediction: An appropriate model for listed firms in Vietnam
Binh Pham Vo Ninh, Trung Lai Thanh, Duc Hong Vo
Economic Systems (2018) Vol. 42, Iss. 4, pp. 616-624
Closed Access | Times Cited: 88
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