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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:

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
Hamed Amini, Damir Filipović, Andreea Minca
Operations Research (2015) Vol. 64, Iss. 5, pp. 1135-1142
Closed Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

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
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties*
Albert J. Menkveld
The Review of Asset Pricing Studies (2017) Vol. 7, Iss. 2, pp. 209-242
Closed Access | Times Cited: 50
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
Optimal network compression
Hamed Amini, Zachary Feinstein
European Journal of Operational Research (2022) Vol. 306, Iss. 3, pp. 1439-1455
Open Access | Times Cited: 19
An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks
Péter Csóka, P. Jean‐Jacques Herings
SSRN Electronic Journal (2024)
Open Access | Times Cited: 3
Two axiomatizations of the pairwise netting proportional rule in financial networks
Péter Csóka, P. Jean‐Jacques Herings
European Journal of Operational Research (2025)
Open Access
Systemic Risk with Central Counterparty Clearing
Hamed Amini, Damir Filipović, Andreea Minca
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
Compressing Over-the-Counter Markets
Marco D’Errico, Tarik Roukny
Operations Research (2021) Vol. 69, Iss. 6, pp. 1660-1679
Open Access | Times Cited: 19
Systemic Risk in Networks with a Central Node
Hamed Amini, Damir Filipović, Andreea Minca
SIAM Journal on Financial Mathematics (2020) Vol. 11, Iss. 1, pp. 60-98
Closed Access | Times Cited: 20
Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect
Jiali Ma, Shushang Zhu, Duan Li
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 3, pp. 1114-1146
Closed Access | Times Cited: 2
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
Optimal intervention under stress scenarios: A case of the Korean financial system
Dohyun Ahn, Kyoung-Kuk Kim
Operations Research Letters (2019) Vol. 47, Iss. 4, pp. 257-263
Closed Access | Times Cited: 15
Central Counterparty Exposure in Stressed Markets
Wenqian Huang, Albert J. Menkveld, Shihao Yu
Management Science (2020) Vol. 67, Iss. 6, pp. 3596-3617
Open Access | Times Cited: 14
Insurance risk analysis of financial networks vulnerable to a shock
Qihe Tang, Zhiwei Tong, Li Xun
European Journal of Operational Research (2021) Vol. 301, Iss. 2, pp. 756-771
Open Access | Times Cited: 11
Clearing payments in dynamic financial networks
Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
Automatica (2023) Vol. 158, pp. 111299-111299
Open Access | Times Cited: 4
Optimal Clearing Payments in a Financial Contagion Model
Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 2, pp. 473-502
Open Access | Times Cited: 1
Clearing in Financial Networks
Yu. M. Kabanov, Rita Mokbel, Kh. El Bitar
Theory of Probability and Its Applications (2018) Vol. 62, Iss. 2, pp. 252-277
Closed Access | Times Cited: 8
Shock amplification in financial networks with applications to the CCP feasibility
Dohyun Ahn
Quantitative Finance (2020) Vol. 20, Iss. 7, pp. 1045-1056
Closed Access | Times Cited: 8
Systemic Risk in Real Time: A Risk Dashboard for Central Clearing Parties (CCPs)
Wenqian Huang, Albert J. Menkveld, Shihao Yu
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 5
Connectivity, Netting, and Systemic Risk of Payment Systems
Shuzhen Chen, Desheng Wu
IEEE Systems Journal (2019) Vol. 13, Iss. 2, pp. 1658-1668
Closed Access | Times Cited: 5
Uniqueness of Equilibrium in a Payment System with Liquidation Costs
Hamed Amini, Damir Filipović, Andreea Minca
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 3
Preface to the Special Issue on Systemic Risk: Models and Mechanisms
Rama Cont, Darrell Duffie, Paul Glasserman, et al.
Operations Research (2016) Vol. 64, Iss. 5, pp. 1053-1055
Closed Access | Times Cited: 2
Optimal Dynamic Clearing for Interbank Payments
Shuzhen Chen, Opher Baron, Ningyuan Chen
Management Science (2024)
Closed Access
Optimal Network Compression
Hamed Amini, Zachary Feinstein
SSRN Electronic Journal (2020)
Open Access | Times Cited: 3
Clearing Financial Networks: Impact on Equilibrium Asset Prices and Seniority of Claims
Hamed Amini, Andreea Minca
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
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