Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Failure and Rescue in an Interbank Network
L. C. G. Rogers, Luitgard Anna Maria Veraart
Management Science (2012) Vol. 59, Iss. 4, pp. 882-898
Closed Access | Times Cited: 406

Showing 1-25 of 406 citing articles:

Financial Networks and Contagion
Matthew Elliott, Benjamin Golub, Matthew O. Jackson
American Economic Review (2014) Vol. 104, Iss. 10, pp. 3115-3153
Open Access | Times Cited: 1083
How likely is contagion in financial networks?
Paul Glasserman, H. Peyton Young
Journal of Banking & Finance (2014) Vol. 50, pp. 383-399
Open Access | Times Cited: 597
Contagion in Financial Networks
Paul Glasserman, H. Peyton Young
Journal of Economic Literature (2016) Vol. 54, Iss. 3, pp. 779-831
Open Access | Times Cited: 430
The price of complexity in financial networks
Stefano Battiston, Guido Caldarelli, Robert M. May, et al.
Proceedings of the National Academy of Sciences (2016) Vol. 113, Iss. 36, pp. 10031-10036
Open Access | Times Cited: 174
Systemic Risk in Financial Networks: A Survey
Matthew O. Jackson, Agathe Pernoud
Annual Review of Economics (2021) Vol. 13, Iss. 1, pp. 171-202
Open Access | Times Cited: 124
Measures of Systemic Risk
Zachary Feinstein, Birgit Rudloff, Stefan Weber
SIAM Journal on Financial Mathematics (2017) Vol. 8, Iss. 1, pp. 672-708
Open Access | Times Cited: 156
Quantile-Based Risk Sharing
Paul Embrechts, Haiyan Liu, Ruodu Wang
Operations Research (2018) Vol. 66, Iss. 4, pp. 936-949
Closed Access | Times Cited: 151
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
Axel Gandy, Luitgard Anna Maria Veraart
Management Science (2016) Vol. 63, Iss. 12, pp. 4428-4446
Closed Access | Times Cited: 137
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Stefano Battiston, Serafín Martínez-Jaramillo
Journal of Financial Stability (2018) Vol. 35, pp. 6-16
Closed Access | Times Cited: 117
Interconnectedness as a source of uncertainty in systemic risk
Tarik Roukny, Stefano Battiston, Joseph E. Stiglitz
Journal of Financial Stability (2016) Vol. 35, pp. 93-106
Open Access | Times Cited: 111
Reconstruction methods for networks: The case of economic and financial systems
Tiziano Squartini, Guido Caldarelli, Giulio Cimini, et al.
Physics Reports (2018) Vol. 757, pp. 1-47
Open Access | Times Cited: 105
A unified approach to systemic risk measures via acceptance sets
Francesca Biagini, Jean‐Pierre Fouque, Marco Frittelli, et al.
Mathematical Finance (2018) Vol. 29, Iss. 1, pp. 329-367
Open Access | Times Cited: 103
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
Nan Chen, Xin Liu, David D. Yao
Operations Research (2016) Vol. 64, Iss. 5, pp. 1089-1108
Closed Access | Times Cited: 99
Contagion! Systemic Risk in Financial Networks
T. R. Hurd
SpringerBriefs in quantitative finance (2016)
Closed Access | Times Cited: 90
Networks and Economic Fragility
Matthew Elliott, Benjamin Golub
Annual Review of Economics (2022) Vol. 14, Iss. 1, pp. 665-696
Open Access | Times Cited: 43
Financial Networks and Contagion
Matthew Elliott, Benjamin Golub, Matthew O. Jackson
SSRN Electronic Journal (2012)
Open Access | Times Cited: 93
Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence
Jian Yang, Yinggang Zhou
Management Science (2013) Vol. 59, Iss. 10, pp. 2343-2359
Closed Access | Times Cited: 92
Systemic risk mitigation in financial networks
Agostino Capponi, Peng-Chu Chen
Journal of Economic Dynamics and Control (2015) Vol. 58, pp. 152-166
Closed Access | Times Cited: 90
Financial contagion and asset liquidation strategies
Zachary Feinstein
Operations Research Letters (2017) Vol. 45, Iss. 2, pp. 109-114
Open Access | Times Cited: 87
Uniqueness of equilibrium in a payment system with liquidation costs
Hamed Amini, Damir Filipović, Andreea Minca
Operations Research Letters (2015) Vol. 44, Iss. 1, pp. 1-5
Closed Access | Times Cited: 86
Stability in a Model of Interbank Lending
Jean‐Pierre Fouque, Tomoyuki Ichiba
SIAM Journal on Financial Mathematics (2013) Vol. 4, Iss. 1, pp. 784-803
Closed Access | Times Cited: 85
Decentralized Clearing in Financial Networks
Péter Csóka, P. Jean‐Jacques Herings
Management Science (2017) Vol. 64, Iss. 10, pp. 4681-4699
Open Access | Times Cited: 85
Contagion in Financial Networks: A Threat Index
Gabrielle Demange
Management Science (2016) Vol. 64, Iss. 2, pp. 955-970
Open Access | Times Cited: 83
Cascades in multiplex financial networks with debts of different seniority
Charles D. Brummitt, Teruyoshi Kobayashi
Physical Review E (2015) Vol. 91, Iss. 6
Open Access | Times Cited: 80
Leveraging the network: A stress-test framework based on DebtRank
Stefano Battiston, Guido Caldarelli, Marco D’Errico, et al.
Statistics & Risk Modeling (2016) Vol. 33, Iss. 3-4, pp. 117-138
Open Access | Times Cited: 80
Page 1 - Next Page

Scroll to top