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:

Contagion in Derivatives Markets
Mark E. Paddrik, Sriram Rajan, H. Peyton Young
Management Science (2020) Vol. 66, Iss. 8, pp. 3603-3616
Open Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

The Economics of Central Clearing
Albert J. Menkveld, Guillaume Vuillemey
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 153-178
Closed Access | Times Cited: 34
Concentrated commonalities and systemic risk in China's banking system: A contagion network approach
Qing Shi, Xiaoqi Sun, Yile Jiang
International Review of Financial Analysis (2022) Vol. 83, pp. 102253-102253
Closed Access | Times Cited: 25
The physics of financial networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston, et al.
Nature Reviews Physics (2021) Vol. 3, Iss. 7, pp. 490-507
Closed Access | Times Cited: 28
A Theory of Collateral Requirements for Central Counterparties
Jessie Jiaxu Wang, Agostino Capponi, Hongzhong Zhang
Management Science (2022) Vol. 68, Iss. 9, pp. 6993-7017
Closed Access | Times Cited: 20
Stress testing OTC derivatives: Clearing reforms and market frictions
Barbara Casu, Elena Kalotychou, Petros Katsoulis
Journal of Financial Stability (2025), pp. 101388-101388
Closed Access
Systemic risk under different clearing methods for multiple derivatives
Miao Tang, Hong Fan
Applied Economics (2025), pp. 1-18
Closed Access
Hierarchical contagions in the interdependent financial network
William A. Barnett, Xue Wang, Hai-Chuan Xu, et al.
Journal of Financial Stability (2022) Vol. 61, pp. 101037-101037
Open Access | Times Cited: 15
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
Fundamental questions on central counterparties: A review of the literature
Ron Berndsen
Journal of Futures Markets (2021) Vol. 41, Iss. 12, pp. 2009-2022
Open Access | Times Cited: 12
Macroprudential stress‑test models: a survey
David Aikman, Daniel Beale, Adam Brinley Codd, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Systemic risk in markets with multiple central counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
Mathematical Finance (2024)
Open Access | Times Cited: 1
How safe are central counterparties in credit default swap markets?
Mark E. Paddrik, H. Peyton Young
Mathematics and Financial Economics (2020) Vol. 15, Iss. 1, pp. 41-57
Closed Access | Times Cited: 10
Simulating liquidity stress in the derivatives market
Marco Bardoscia, Gerardo Ferrara, Nicholas Vause, et al.
Journal of Economic Dynamics and Control (2021) Vol. 133, pp. 104215-104215
Open Access | Times Cited: 8
Derivative Margin Calls: A New Driver of MMF Flows
Maddalena Ghio
IMF Working Paper (2023) Vol. 2023, Iss. 061, pp. 1-1
Open Access | Times Cited: 3
Systemwide Liquidity Stress Testing Tool
Hiroko Oura
IMF Working Paper (2022) Vol. 2022, Iss. 252, pp. 1-1
Open Access | Times Cited: 5
Central Counterparty Default Waterfalls and Systemic Loss
Samim Ghamami, Mark E. Paddrik, Simpson Zhang
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 8, pp. 3577-3612
Open Access | Times Cited: 4
Central Clearing and the Sizing of Default Funds
Jessie Jiaxu Wang, Agostino Capponi, Hongzhong Zhang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments
Luca Riccetti
˜The œinternational journal of microsimulation (2022) Vol. 15, Iss. 2
Open Access | Times Cited: 3
The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector
Audrius Jukonis
IMF Working Paper (2024) Vol. 2024, Iss. 026, pp. 1-1
Open Access
Systemic Stress Testing Under Central and Non-Central Clearing
Petros Katsoulis, Barbara Casu, Elena Kalotychou
(2024)
Closed Access
Modeling Risk Sharing and Impact on Systemic Risk
Walter Farkas, Patrick Lucescu
Mathematics (2024) Vol. 12, Iss. 13, pp. 2083-2083
Open Access
Systemic Risk in Markets with Multiple Central Counterparties
Luitgard Anna Maria Veraart, Iñaki Aldasoro
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
The Impact of Derivatives Collateralisation on Liquidity Risk: Evidence from the Investment Fund Sector
Audrius Jukonis, Elisa Letizia, Linda Fache Rousová
SSRN Electronic Journal (2022)
Open Access | Times Cited: 2
Multivariate Stress Scenario Selection in Interbank Networks
Dohyun Ahn, Kyoung-Kuk Kim, Eunji Kwon
SSRN Electronic Journal (2023)
Closed Access
Multivariate stress scenario selection in interbank networks
Dohyun Ahn, Kyoung-Kuk Kim, Eunji Kwon
Journal of Economic Dynamics and Control (2023) Vol. 154, pp. 104712-104712
Closed Access
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