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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 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

Showing 1-25 of 92 citing articles:

Deciphering the Liquidity and Credit Crunch 2007–2008
Markus K. Brunnermeier
The Journal of Economic Perspectives (2009) Vol. 23, Iss. 1, pp. 77-100
Open Access | Times Cited: 3328
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
The Credit Crisis: Conjectures about Causes and Remedies
Douglas W. Diamond, Raghuram G. Rajan
American Economic Review (2009) Vol. 99, Iss. 2, pp. 606-610
Open Access | Times Cited: 491
Price connectedness between green bond and financial markets
Juan C. Reboredo, Andrea Ugolini
Economic Modelling (2019) Vol. 88, pp. 25-38
Closed Access | Times Cited: 391
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
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
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
Housing price spillovers in China: A high-dimensional generalized VAR approach
Jian Yang, Ziliang Yu, Yongheng Deng
Regional Science and Urban Economics (2018) Vol. 68, pp. 98-114
Closed Access | Times Cited: 84
Did COVID-19 Impact the Connectedness Between Green Bonds and Other Financial Markets? Evidence From Time-Frequency Domain With Portfolio Implications
Muhammad Abubakr Naeem, Imen Mbarki, Majed Alharthi, et al.
Frontiers in Environmental Science (2021) Vol. 9
Open Access | Times Cited: 62
Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic
Wei Zhou, Yan Chen, Jin Chen
Energy (2022) Vol. 256, pp. 124580-124580
Closed Access | Times Cited: 41
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
Sylvain Benoît, Gilbert Colletaz, Christophe Hurlin, et al.
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 109
Asymmetric volatility spillovers between crude oil and international financial markets
Xunxiao Wang, Chongfeng Wu
Energy Economics (2018) Vol. 74, pp. 592-604
Closed Access | Times Cited: 72
Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate
Xunxiao Wang
Energy Economics (2020) Vol. 91, pp. 104900-104900
Closed Access | Times Cited: 64
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
Massimo Guidolin, Erwin Hansen, Manuela Pedio
Journal of Financial Markets (2019) Vol. 45, pp. 83-114
Closed Access | Times Cited: 59
Risk spillovers in global financial markets: Evidence from the COVID-19 crisis
Yi Fang, Zhiquan Shao, Yang Zhao
International Review of Economics & Finance (2022) Vol. 83, pp. 821-840
Open Access | Times Cited: 29
Green bond issuance and credit Risk: International evidence
Laura Ballester, Ana González‐Urteaga, Long Shen
Journal of International Financial Markets Institutions and Money (2024) Vol. 94, pp. 102013-102013
Open Access | Times Cited: 6
Cluster analysis in empirical OM research: survey and recommendations
Michael J. Brusco, Renu Singh, J. Dennis Cradit, et al.
International Journal of Operations & Production Management (2017) Vol. 37, Iss. 3, pp. 300-320
Closed Access | Times Cited: 61
Financial Firm Bankruptcy and Contagion*
Jean Helwege, Gaiyan Zhang
European Finance Review (2015) Vol. 20, Iss. 4, pp. 1321-1362
Closed Access | Times Cited: 59
The effectiveness of quantitative easing: Evidence from Japan
Roman Matoušek, Stephanos Papadamou, Aleksandar Šević, et al.
Journal of International Money and Finance (2019) Vol. 99, pp. 102068-102068
Open Access | Times Cited: 51
Housing market spillovers through the lens of transaction volume: A new spillover index approach
Jian Yang, Meng Tong, Ziliang Yu
Journal of Empirical Finance (2021) Vol. 64, pp. 351-378
Open Access | Times Cited: 40
Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101584-101584
Closed Access | Times Cited: 37
Systemic risk and CO2 emissions in the U.S.
Angelos Kanas, Philip Molyneux, Panagiotis D. Zervopoulos
Journal of Financial Stability (2022) Vol. 64, pp. 101088-101088
Closed Access | Times Cited: 21
Financial shock transmission in China's banking and housing sectors: A network analysis
Huifu Nong, Ziliang Yu, Yang Li
Economic Analysis and Policy (2024) Vol. 82, pp. 701-723
Closed Access | Times Cited: 4
Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices
Zihui Yang, Yinggang Zhou, Xin Cheng
Journal of Futures Markets (2019) Vol. 40, Iss. 3, pp. 392-409
Open Access | Times Cited: 33
China's financial network with international spillovers: A first look
Jian Yang, Ziliang Yu, Jun Ma
Pacific-Basin Finance Journal (2019) Vol. 58, pp. 101222-101222
Closed Access | Times Cited: 30
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