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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:

A Survey of Systemic Risk Analytics
Dimitrios Bisias, Mark D. Flood, Andrew W. Lo, et al.
Annual Review of Financial Economics (2012) Vol. 4, Iss. 1, pp. 255-296
Open Access | Times Cited: 623

Showing 1-25 of 623 citing articles:

Systemic Risk and Stability in Financial Networks
Daron Acemoğlu, Asuman Ozdaglar, Alireza Tahbaz-Salehi
American Economic Review (2015) Vol. 105, Iss. 2, pp. 564-608
Closed Access | Times Cited: 1615
A Macroprudential Approach to Financial Regulation
Samuel Hanson, Anil Kashyap, Jeremy C. Stein
The Journal of Economic Perspectives (2011) Vol. 25, Iss. 1, pp. 3-28
Open Access | Times Cited: 924
Where the Risks Lie: A Survey on Systemic Risk*
Sylvain Benoît, Jean-Édouard Colliard, Christophe Hurlin, et al.
Review of Finance (2016) Vol. 21, Iss. 1, pp. 109-152
Open Access | Times Cited: 516
TENET: Tail-Event driven NETwork risk
Wolfgang Karl Härdle, Weining Wang, Lining Yu
Journal of Econometrics (2016) Vol. 192, Iss. 2, pp. 499-513
Open Access | Times Cited: 370
Bubbles, Financial Crises, and Systemic Risk
Markus K. Brunnermeier, Martin Oehmke
Handbook of the economics of finance (2013), pp. 1221-1288
Open Access | Times Cited: 318
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Mehmet Balcılar, David Gabauer, Zaghum Umar
Resources Policy (2021) Vol. 73, pp. 102219-102219
Closed Access | Times Cited: 291
Banks’ Non-Interest Income and Systemic Risk
Markus K. Brunnermeier, Dong Guo, Darius Palia
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 276
Predicting distress in European banks
Frank Betz, Silviu Opricǎ, Tuomas A. Peltonen, et al.
Journal of Banking & Finance (2013) Vol. 45, pp. 225-241
Open Access | Times Cited: 246
Systemic risk: The impact of COVID-19
Muhammad Rizwan, Ghufran Ahmad, Dawood Ashraf
Finance research letters (2020) Vol. 36, pp. 101682-101682
Open Access | Times Cited: 242
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
Dong Hwan Oh, Andrew J. Patton
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 2, pp. 181-195
Open Access | Times Cited: 237
An Overview of Macroprudential Policy Tools
Stijn Claessens
Annual Review of Financial Economics (2015) Vol. 7, Iss. 1, pp. 397-422
Open Access | Times Cited: 217
Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes
Zihui Yang, Yinggang Zhou
Management Science (2016) Vol. 63, Iss. 2, pp. 333-354
Closed Access | Times Cited: 214
Interconnectedness and systemic risk of China's financial institutions
Gang‐Jin Wang, Zhi‐Qiang Jiang, Min Lin, et al.
Emerging Markets Review (2017) Vol. 35, pp. 1-18
Open Access | Times Cited: 198
An analysis of the literature on systemic financial risk: A survey
Walmir Silva, Herbert Kimura, Vinícius Amorim Sobreiro
Journal of Financial Stability (2016) Vol. 28, pp. 91-114
Closed Access | Times Cited: 193
The systemic risk of European banks during the financial and sovereign debt crises
Lamont Black, Ricardo Correa, Xin Huang, et al.
Journal of Banking & Finance (2015) Vol. 63, pp. 107-125
Closed Access | Times Cited: 180
Fire‐Sale Spillovers and Systemic Risk
Fernando Duarte, Thomas M. Eisenbach
The Journal of Finance (2021) Vol. 76, Iss. 3, pp. 1251-1294
Open Access | Times Cited: 140
Systemic risks in the cryptocurrency market: Evidence from the FTX collapse
Akanksha Jalan, Roman Matkovskyy
Finance research letters (2023) Vol. 53, pp. 103670-103670
Closed Access | Times Cited: 53
The Impact of Oil Shocks on Systemic Risk of the Commodity Markets
Zhifeng Dai, Tong Wu
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2697-2720
Closed Access | Times Cited: 19
Partial correlation analysis: applications for financial markets
Dror Y. Kenett, Xuqing Huang, Irena Vodenska, et al.
Quantitative Finance (2015) Vol. 15, Iss. 4, pp. 569-578
Open Access | Times Cited: 167
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
Georgiana-Denisa Banulescu, Elena‐Ivona Dumitrescu
Journal of Banking & Finance (2014) Vol. 50, pp. 575-588
Closed Access | Times Cited: 158
Bank Competition: Measurement, Decision‐Making, and Risk‐Taking
Robert M. Bushman, Bradley E. Hendricks, Christopher D. Williams
Journal of Accounting Research (2016) Vol. 54, Iss. 3, pp. 777-826
Closed Access | Times Cited: 142
Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy
Bruce Arnold, Claudio Borio, Luci Ellis, et al.
Journal of Banking & Finance (2012) Vol. 36, Iss. 12, pp. 3125-3132
Closed Access | Times Cited: 141
The big data system, components, tools, and technologies: a survey
T. Ramalingeswara Rao, Pabitra Mitra, Ravindara Bhatt, et al.
Knowledge and Information Systems (2018) Vol. 60, Iss. 3, pp. 1165-1245
Closed Access | Times Cited: 135
Bubbles, Financial Crises, and Systemic Risk
Markus K. Brunnermeier, Martin Oehmke
(2012)
Open Access | Times Cited: 130
Macroprudential policy and bank systemic risk
Elien Meuleman, Rudi Vander Vennet
Journal of Financial Stability (2020) Vol. 47, pp. 100724-100724
Open Access | Times Cited: 128
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