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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:

On the Relative Pricing of Long‐Maturity Index Options and Collateralized Debt Obligations
Pierre Collin‐Dufresne, Robert S. Goldstein, Fan Yang
The Journal of Finance (2012) Vol. 67, Iss. 6, pp. 1983-2014
Closed Access | Times Cited: 98

Showing 1-25 of 98 citing articles:

Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees
Bryan Kelly, Hanno Lustig, Stijn Van Nieuwerburgh
American Economic Review (2016) Vol. 106, Iss. 6, pp. 1278-1319
Open Access | Times Cited: 216
Exploring the sources of default clustering
Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler
Journal of Financial Economics (2018) Vol. 129, Iss. 1, pp. 154-183
Closed Access | Times Cited: 209
Credit Risk and Disaster Risk
François Gourio
American Economic Journal Macroeconomics (2013) Vol. 5, Iss. 3, pp. 1-34
Open Access | Times Cited: 166
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
Corporate Taxes and Securitization
JoongHo Han, Kwangwoo Park, George Pennacchi
The Journal of Finance (2015) Vol. 70, Iss. 3, pp. 1287-1321
Open Access | Times Cited: 93
The term structure of CDS spreads and sovereign credit risk
Patrick Augustin
Journal of Monetary Economics (2018) Vol. 96, pp. 53-76
Closed Access | Times Cited: 90
Option-Based Credit Spreads
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
American Economic Review (2018) Vol. 108, Iss. 2, pp. 454-488
Open Access | Times Cited: 88
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
Feedback and Contagion through Distressed Competition
Hui Chen, Winston Wei Dou, Hongye Guo, et al.
(2023)
Open Access | Times Cited: 37
Do Rare Events Explain CDX Tranche Spreads?
Sang Byung Seo, Jessica A. Wachter
The Journal of Finance (2018) Vol. 73, Iss. 5, pp. 2343-2383
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
Is the credit spread puzzle a myth?
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2020) Vol. 137, Iss. 2, pp. 297-319
Closed Access | Times Cited: 55
Credit Risk and Disaster Risk
François Gourio
SSRN Electronic Journal (2012)
Open Access | Times Cited: 60
How Integrated are Credit and Equity Markets? Evidence from Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
The Journal of Finance (2023) Vol. 79, Iss. 2, pp. 949-992
Open Access | Times Cited: 15
Ratings-Based Regulation and Systematic Risk Incentives
Giuliano Iannotta, George Pennacchi, João A. C. Santos
Review of Financial Studies (2018) Vol. 32, Iss. 4, pp. 1374-1415
Open Access | Times Cited: 34
A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance
Manuel O. Marques, João Pinto
Journal of Corporate Finance (2020) Vol. 62, pp. 101580-101580
Open Access | Times Cited: 30
The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
Journal of Financial Economics (2024) Vol. 161, pp. 103932-103932
Closed Access | Times Cited: 3
Exploring the Sources of Default Clustering
Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 43
The Pricing of Jump Propagation: Evidence from Spot and Options Markets
Du Du, Dan Luo
Management Science (2017)
Closed Access | Times Cited: 32
CLO Performance
Larry Cordell, Michael R. Roberts, Michael Schwert
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1235-1278
Closed Access | Times Cited: 9
CDOs and the financial crisis: Credit ratings and fair premia
Marcin Wojtowicz
Journal of Banking & Finance (2013) Vol. 39, pp. 1-13
Open Access | Times Cited: 23
The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets
José Da Fonseca, Katrin Gottschalk
International Review of Finance (2018) Vol. 20, Iss. 3, pp. 551-579
Closed Access | Times Cited: 20
Rare Disasters, Credit, and Option Market Puzzles
Peter Christoffersen, Du Du, Redouane Elkamhi
Management Science (2016) Vol. 63, Iss. 5, pp. 1341-1364
Closed Access | Times Cited: 15
The Term Structure of CDS Spreads and Sovereign Credit Risk
Patrick Augustin
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 16
Pricing structured products with economic covariates
Yong Seok Choi, Hitesh Doshi, Kris Jacobs, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 754-773
Closed Access | Times Cited: 13
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