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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:

Pricing Credit Default Swaps with Observable Covariates
Hitesh Doshi, Jan Ericsson, Kris Jacobs, et al.
Review of Financial Studies (2013) Vol. 26, Iss. 8, pp. 2049-2094
Closed Access | Times Cited: 76

Showing 1-25 of 76 citing articles:

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
Real Economic Shocks and Sovereign Credit Risk
Patrick Augustin, Roméo Tédongap
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 2, pp. 541-587
Closed Access | Times Cited: 110
Time‐Varying Asset Volatility and the Credit Spread Puzzle
Du Du, Redouane Elkamhi, Jan Ericsson
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1841-1885
Closed Access | Times Cited: 80
Modeling Credit Contagion via the Updating of Fragile Beliefs
Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein, et al.
Review of Financial Studies (2015) Vol. 28, Iss. 7, pp. 1960-2008
Open Access | Times Cited: 80
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*
Hitesh Doshi, Kris Jacobs, Virgilio Zurita
The Review of Asset Pricing Studies (2017) Vol. 7, Iss. 1, pp. 43-80
Closed Access | Times Cited: 61
The Dynamics of Sovereign Credit Risk
Alexandre Jeanneret
Journal of Financial and Quantitative Analysis (2015) Vol. 50, Iss. 5, pp. 963-985
Closed Access | Times Cited: 46
Dynamic Dependence and Diversification in Corporate Credit*
Peter Christoffersen, Kris Jacobs, Xisong Jin, et al.
Review of Finance (2017) Vol. 22, Iss. 2, pp. 521-560
Closed Access | Times Cited: 40
Credit-Implied Volatility
Bryan Kelly, Gerardo Manzo, Diogo Palhares
Financial Analysts Journal (2025), pp. 1-28
Closed Access
Is Tail Risk Priced in Credit Default Swap Premia?
Christian Meine, Hendrik Supper, Gregor Weiß
Review of Finance (2015) Vol. 20, Iss. 1, pp. 287-336
Open Access | Times Cited: 34
Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?
Iván M. Rodríguez, Krishnan Dandapani, Edward R. Lawrence
Financial Management (2018) Vol. 48, Iss. 1, pp. 229-256
Open Access | Times Cited: 33
CDS spreads and COVID-19 pandemic
Nicholas Apergis, Dan Constantin Dănulețiu, Bing Xu
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101433-101433
Closed Access | Times Cited: 26
Credit Implied Volatility
Bryan T. Kelly, Gerardo Manzo, Diogo Palhares
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 32
Understanding transactions prices in the credit default swaps market
Dragon Yongjun Tang, Hong Yan
Journal of Financial Markets (2016) Vol. 32, pp. 1-27
Closed Access | Times Cited: 31
The Term Structure of Expected Recovery Rates
Hitesh Doshi, Redouane Elkamhi, Chayawat Ornthanalai
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 6, pp. 2619-2661
Closed Access | Times Cited: 28
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom
Junye Li, Gabriele Zinna
Journal of Financial and Quantitative Analysis (2014) Vol. 49, Iss. 5-6, pp. 1403-1442
Closed Access | Times Cited: 25
A Quadratic Kalman Filter
Alain Monfort, Jean‐Paul Renne, Guillaume Roussellet
Journal of Econometrics (2015) Vol. 187, Iss. 1, pp. 43-56
Closed Access | Times Cited: 25
Dynamic Dependence in Corporate Credit
Peter Christoffersen, Kris Jacobs, Xisong Jin, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 24
Credit and liquidity in interbank rates: A quadratic approach
Simon Dubecq, Alain Monfort, Jean‐Paul Renne, et al.
Journal of Banking & Finance (2016) Vol. 68, pp. 29-46
Open Access | Times Cited: 20
Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis
Xiaoqing Fu, Matthew C. Li, Philip Molyneux
Empirical Economics (2020) Vol. 60, Iss. 5, pp. 2203-2225
Open Access | Times Cited: 19
Credit and Liquidity in Interbank Rates: A Quadratic Approach
Simon Dubecq, Alain Monfort, Jean‐Paul Renne, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 20
Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
Gurdip Bakshi, Xiaohui Gao, Zhaodong Zhong
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 391-413
Closed Access | Times Cited: 10
Pricing default events: Surprise, exogeneity and contagion
Christian Gouriéroux, Alain Monfort, Jean‐Paul Renne
Journal of Econometrics (2014) Vol. 182, Iss. 2, pp. 397-411
Open Access | Times Cited: 16
Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis
Jean‐François Bégin, Mathieu Boudreault, Delia Alexandra Doljanu, et al.
Journal of Risk & Insurance (2017) Vol. 86, Iss. 2, pp. 263-296
Closed Access | Times Cited: 16
A Quadratic Kalman Filter
Alain Monfort, Jean‐Paul Renne, Guillaume Roussellet
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 15
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