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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:

Decomposing European CDS Returns*
Antje Berndt, Iulian Obreja
European Finance Review (2010) Vol. 14, Iss. 2, pp. 189-233
Open Access | Times Cited: 145

Showing 1-25 of 145 citing articles:

What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk
Joshua Aizenman, Michael M. Hutchison, Yothin Jinjarak
Journal of International Money and Finance (2012) Vol. 34, pp. 37-59
Open Access | Times Cited: 368
The dynamics of spillover effects during the European sovereign debt turmoil
Adrian Alter, Andreas Beyer
Journal of Banking & Finance (2014) Vol. 42, pp. 134-153
Open Access | Times Cited: 309
Economic Catastrophe Bonds
Joshua D. Coval, Jakub W. Jurek, Erik Stafford
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 303
Credit spread interdependencies of European states and banks during the financial crisis
Adrian Alter, Yves S. Schüler
Journal of Banking & Finance (2012) Vol. 36, Iss. 12, pp. 3444-3468
Open Access | Times Cited: 257
An analysis of euro area sovereign CDS and their relation with government bonds
Alessandro Fontana, Martin Scheicher
Journal of Banking & Finance (2015) Vol. 62, pp. 126-140
Open Access | Times Cited: 210
Systemic risk measures: The simpler the better?
María Rodríguez‐Moreno, Juan Ignacio Peña
Journal of Banking & Finance (2012) Vol. 37, Iss. 6, pp. 1817-1831
Open Access | Times Cited: 208
The Cross‐Section of Credit Risk Premia and Equity Returns
Nils Friewald, Christian Wagner, Josef Zechner
The Journal of Finance (2014) Vol. 69, Iss. 6, pp. 2419-2469
Open Access | Times Cited: 185
Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets
Jens Hilscher, Joshua Matthew Pollet, Mungo Ivor Wilson
Journal of Financial and Quantitative Analysis (2015) Vol. 50, Iss. 3, pp. 543-567
Open Access | Times Cited: 136
The network structure of the CDS market and its determinants
Tuomas A. Peltonen, Martin Scheicher, Guillaume Vuillemey
Journal of Financial Stability (2014) Vol. 13, pp. 118-133
Open Access | Times Cited: 130
Sovereign and corporate credit risk: Evidence from the Eurozone
Mascia Bedendo, Paolo Colla
Journal of Corporate Finance (2015) Vol. 33, pp. 34-52
Open Access | Times Cited: 119
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
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
What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
Joshua Aizenman, Michael M. Hutchison, Yothin Jinjarak
(2011)
Open Access | Times Cited: 90
Anchoring Credit Default Swap Spreads to Firm Fundamentals
Jennie Bai, Liuren Wu
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 5, pp. 1521-1543
Closed Access | Times Cited: 83
Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach
Emilios Galariotis, Panagiota Makrichoriti, Spyros I. Spyrou
Journal of Financial Stability (2016) Vol. 26, pp. 62-77
Open Access | Times Cited: 82
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil
Adrian Alter, Andreas Beyer
SSRN Electronic Journal (2012)
Open Access | Times Cited: 60
The term structure of credit spreads, firm fundamentals, and expected stock returns
Bing Han, Avanidhar Subrahmanyam, Yi Zhou
Journal of Financial Economics (2017) Vol. 124, Iss. 1, pp. 147-171
Closed Access | Times Cited: 51
Risky bank guarantees
Taneli Mäkinen, Lucio Sarno, Gabriele Zinna
Journal of Financial Economics (2019) Vol. 136, Iss. 2, pp. 490-522
Open Access | Times Cited: 41
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
The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns
Hao Zhang, Yukun Shi, Dun Han, et al.
Journal of Futures Markets (2025)
Open Access
Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns
Bing Han, Yi Zhou
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 44
Credit Spread Interdependencies of European States and Banks During the Financial Crisis
Adrian Alter, Yves S. Schüler
SSRN Electronic Journal (2011)
Open Access | Times Cited: 44
What drives corporate default risk premia? Evidence from the CDS market
Antonio Díaz, Jonatan Groba, Pedro Serrano
Journal of International Money and Finance (2013) Vol. 37, pp. 529-563
Closed Access | Times Cited: 43
An analysis of sectoral equity and CDS spreads
Paresh Kumar Narayan
Journal of International Financial Markets Institutions and Money (2014) Vol. 34, pp. 80-93
Closed Access | Times Cited: 37
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