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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:

Where the Risks Lie: A Survey on Systemic Risk
Sylvain Benoît, Jean-Édouard Colliard, Christophe Hurlin, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Christian T. Brownlees, Robert F. Engle
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 48-79
Open Access | Times Cited: 1080
Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
Michael Gofman
Journal of Financial Economics (2016) Vol. 124, Iss. 1, pp. 113-146
Closed Access | Times Cited: 149
The information in systemic risk rankings
Federico Nucera, Bernd Schwaab, Siem Jan Koopman, et al.
Journal of Empirical Finance (2016) Vol. 38, pp. 461-475
Open Access | Times Cited: 55
Too Interconnected to Fail: A Survey of the Interbank Networks Literature
Anne‐Caroline Hüser
SSRN Electronic Journal (2015)
Open Access | Times Cited: 48
Corporate ESG performance and systemic risk: a network perspective
Gang‐Jin Wang, Xiangmei Lin, You Zhu, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 4
The Economic Consequences of Social Network Structure
Matthew O. Jackson, Brian W. Rogers, Yves Zénou
SSRN Electronic Journal (2015)
Open Access | Times Cited: 38
Conditional graphical models for systemic risk estimation
Paola Cerchiello, Paolo Giudici
Expert Systems with Applications (2015) Vol. 43, pp. 165-174
Closed Access | Times Cited: 26
The European sovereign debt crisis: What have we learned?
Roman Kräussl, Thorsten Lehnert, Denitsa Stefanova
Journal of Empirical Finance (2016) Vol. 38, pp. 363-373
Open Access | Times Cited: 21
SenSR: A Sentiment-Based Systemic Risk Indicator
Svetlana Borovkova, Evgeny Garmaev, Philipp Lammers, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 19
Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates
Małgorzata Iwanicz‐Drozdowska, Karol Rogowicz
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101608-101608
Closed Access | Times Cited: 10
Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions
Michael Gofman
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 17
Did TARP Reduce or Increase Systemic Risk? The Effects of TARP on Financial System Stability

SSRN Electronic Journal (2015)
Closed Access | Times Cited: 14
Listening to the Buzz: Social Media Sentiment and Retail Depositors' Trust
Matteo Accornero, Mirko Moscatelli
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 12
Non-Core Banking, Performance, and Risk
Anthony Saunders, Markus Schmid, Ingo Walter
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 9
Implied Risk Exposures*
Sylvain Benoît, Christophe Hurlin, Christophe Pérignon
European Finance Review (2015) Vol. 19, Iss. 6, pp. 2183-2222
Open Access | Times Cited: 9
The Information in Systemic Risk Rankings
Federico Nucera, Bernd Schwaab, Siem Jan Koopman, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 8
Assets overlapping networks and stress testing on stability of financial systems
Changli Zhou, Donglei Du, Zhigang Cao, et al.
(2016) Vol. 25, pp. 10385-10389
Closed Access | Times Cited: 7
Why do vulnerability cycles matter in financial networks?
Thiago Christiano Silva, Benjamin Miranda Tabak, Solange Maria Guerra
Physica A Statistical Mechanics and its Applications (2016) Vol. 471, pp. 592-606
Closed Access | Times Cited: 7
Using Weighted Shapley Values to Measure the Systemic Risk of Interconnected Banks
Junshan Lin
Pacific Economic Review (2016) Vol. 23, Iss. 2, pp. 244-270
Closed Access | Times Cited: 6
Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs
Sean D. Campbell, Ivan Ivanov
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 5
Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach
Marta Karaś, W. Szczepaniak
Springer proceedings in business and economics (2017), pp. 135-143
Closed Access | Times Cited: 5
Mandatory Clearing of Derivatives and Systemic Risk of Bank Holding Companies
Shaofang Li, Matej Marinč
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 4
Strategic Scope and Bank Performance
Anthony Saunders, Markus Schmid, Ingo Walter
(2019)
Closed Access | Times Cited: 4
Big data models of bank risk contagion
Paola Cerchiello, Paolo Giudici, GiancarloNicola
RePEc: Research Papers in Economics (2016)
Closed Access | Times Cited: 3
SenSR: A News Sentiment-Based Systemic Risk Indicator
Svetlana Borovkova, Evgeny Garmaev, Philipp Lammers, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 3
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