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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:

Credit Default Swaps and the Credit Crisis
René M. Stulz
The Journal of Economic Perspectives (2010) Vol. 24, Iss. 1, pp. 73-92
Open Access | Times Cited: 506

Showing 1-25 of 506 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
Does a Central Clearing Counterparty Reduce Counterparty Risk?
Darrell Duffie, Haoxiang Zhu
The Review of Asset Pricing Studies (2011) Vol. 1, Iss. 1, pp. 74-95
Closed Access | Times Cited: 513
‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
Sheri M. Markose, Simone Giansante, Ali Rais Shaghaghi
Journal of Economic Behavior & Organization (2012) Vol. 83, Iss. 3, pp. 627-646
Open Access | Times Cited: 302
Credit Default Swaps and the Empty Creditor Problem
Patrick Bolton, Martin Oehmke
Review of Financial Studies (2011) Vol. 24, Iss. 8, pp. 2617-2655
Open Access | Times Cited: 295
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps
Alessio Saretto, Heather Tookes
Review of Financial Studies (2013) Vol. 26, Iss. 5, pp. 1190-1247
Closed Access | Times Cited: 265
Does the Tail Wag the Dog?: The Effect of Credit Default Swaps on Credit Risk
Marti G. Subrahmanyam, Dragon Yongjun Tang, Sarah Qian Wang
Review of Financial Studies (2014) Vol. 27, Iss. 10, pp. 2927-2960
Open Access | Times Cited: 243
Macroprudential capital requirements and systemic risk
Céline Gauthier, Alfred Lehar, Moez Souissi
Journal of Financial Intermediation (2012) Vol. 21, Iss. 4, pp. 594-618
Closed Access | Times Cited: 223
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
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
The Rise of Shadow Banking: Evidence from Capital Regulation
Rustom M. Irani, Rajkamal Iyer, Ralf Meisenzahl, et al.
Review of Financial Studies (2020) Vol. 34, Iss. 5, pp. 2181-2235
Open Access | Times Cited: 207
The Anatomy of the CDS Market
Martin Oehmke, Ádám Zawadowski
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 80-119
Open Access | Times Cited: 182
Systemic Risk and Stability in Financial Networks
Daron Acemoğlu, Asuman Ozdaglar, Alireza Tahbaz-Salehi
(2013)
Open Access | Times Cited: 161
Entangled Financial Systems
Ádám Zawadowski
Review of Financial Studies (2013) Vol. 26, Iss. 5, pp. 1291-1323
Closed Access | Times Cited: 149
Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
Ana Fostel, John Geanakoplos
American Economic Journal Macroeconomics (2012) Vol. 4, Iss. 1, pp. 190-225
Open Access | Times Cited: 144
Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism
Xiumin Martin, Sugata Roychowdhury
Journal of Accounting and Economics (2014) Vol. 59, Iss. 1, pp. 80-104
Closed Access | Times Cited: 144
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
Does a Central Clearing Counterparty Reduce Counterparty Risk?
Darrell Duffie, Haoxiang Zhu
SSRN Electronic Journal (2011)
Open Access | Times Cited: 134
Did CDS trading improve the market for corporate bonds?
Sanjiv Ranjan Das, Madhu Kalimipalli, Subhankar Nayak
Journal of Financial Economics (2013) Vol. 111, Iss. 2, pp. 495-525
Closed Access | Times Cited: 130
The effects of credit default swap trading on information asymmetry in syndicated loans
Dan Amiram, William H. Beaver, Wayne R. Landsman, et al.
Journal of Financial Economics (2017) Vol. 126, Iss. 2, pp. 364-382
Closed Access | Times Cited: 126
Dynamic Interpretation of Emerging Risks in the Financial Sector
Kathleen Hanley, Gerard Hoberg
Review of Financial Studies (2019) Vol. 32, Iss. 12, pp. 4543-4603
Closed Access | Times Cited: 123
Entry and Exit in OTC Derivatives Markets
Andrew Atkeson, Andrea L. Eisfeldt, Pierre-Olivier Weill
Econometrica (2015) Vol. 83, Iss. 6, pp. 2231-2292
Closed Access | Times Cited: 117
Financial innovation and bank behavior: Evidence from credit markets
Lars Nordén, Consuelo Silva Buston, Wolf Wagner
Journal of Economic Dynamics and Control (2014) Vol. 43, pp. 130-145
Closed Access | Times Cited: 111
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
Credit Default Swaps and Managers’ Voluntary Disclosure
Jae Bum Kim, Pervin K. Shroff, Dushyantkumar Vyas, et al.
Journal of Accounting Research (2017) Vol. 56, Iss. 3, pp. 953-988
Closed Access | Times Cited: 102
Derivatives holdings and systemic risk in the U.S. banking sector
Sergio Mayordomo, María Rodríguez‐Moreno, Juan Ignacio Peña
Journal of Banking & Finance (2014) Vol. 45, pp. 84-104
Open Access | Times Cited: 100
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