Open Access Helper

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:

When does portfolio compression reduce systemic risk?
Luitgard Anna Maria Veraart
Mathematical Finance (2022) Vol. 32, Iss. 3, pp. 727-778
Open Access | Times Cited: 11

Showing 11 citing articles:

Financial stability through the lens of complex systems
Grzegorz Hałaj, Serafín Martínez-Jaramillo, Stefano Battiston
Journal of Financial Stability (2024) Vol. 71, pp. 101228-101228
Closed Access | Times Cited: 7
Optimal network compression
Hamed Amini, Zachary Feinstein
European Journal of Operational Research (2022) Vol. 306, Iss. 3, pp. 1439-1455
Open Access | Times Cited: 19
Fire sales, default cascades and complex financial networks
Hamed Amini, Zhongyuan Cao, Agnès Sulem
Mathematics and Financial Economics (2025)
Closed Access
Two axiomatizations of the pairwise netting proportional rule in financial networks
Péter Csóka, P. Jean‐Jacques Herings
European Journal of Operational Research (2025)
Open Access
Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect
Jiali Ma, Shushang Zhu, Duan Li
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 3, pp. 1114-1146
Closed Access | Times Cited: 2
Limit Theorems for Default Contagion and Systemic Risk
Hamed Amini, Zhongyuan Cao, Agnès Sulem
Mathematics of Operations Research (2023) Vol. 49, Iss. 4, pp. 2652-2683
Open Access | Times Cited: 5
Netting and Novation in Repo Networks
Hassan Chehaitli, Matheus R. Grasselli, T. R. Hurd, et al.
International Journal of Theoretical and Applied Finance (2024) Vol. 27, Iss. 03n04
Closed Access | Times Cited: 1
Systemic risk in markets with multiple central counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
Mathematical Finance (2024)
Open Access | Times Cited: 1
Margin Rules and Margin Trading: Past, Present, and Implications
Zhuo Chen, Zhiguo He, Wei Wei
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 153-177
Closed Access | Times Cited: 1
Fire Sales, Default Cascades and Complex Financial Networks
Hamed Amini, Zhongyuan Cao, Agnès Sulem
SSRN Electronic Journal (2021)
Open Access | Times Cited: 4
Robust Financial Networks
Feihong Hu, Daniel Mitchell, Stathis Tompaidis
Operations Research (2024) Vol. 72, Iss. 5, pp. 1827-1842
Closed Access
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