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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:

Measuring Sovereign Contagion in Europe
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

Bank/sovereign risk spillovers in the European debt crisis
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens, et al.
Journal of Banking & Finance (2013) Vol. 37, Iss. 12, pp. 4793-4809
Open Access | Times Cited: 280
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
Juan C. Reboredo, Andrea Ugolini
Journal of International Money and Finance (2014) Vol. 51, pp. 214-244
Closed Access | Times Cited: 237
Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
Peter Claeys, Bořek Vašíček
Journal of Banking & Finance (2014) Vol. 46, pp. 151-165
Open Access | Times Cited: 185
Crunch Time: Fiscal Crises and the Role of Monetary Policy
D. Greenlaw, James D. Hamilton, Peter Hooper, et al.
(2013)
Open Access | Times Cited: 119
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies
Mardi Dungey, Dinesh Gajurel
Economic Systems (2014) Vol. 38, Iss. 2, pp. 161-177
Open Access | Times Cited: 114
Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis
Michael Ehrmann, Marcel Fratzscher
Journal of International Money and Finance (2016) Vol. 70, pp. 26-44
Closed Access | Times Cited: 112
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
Causality and contagion in EMU sovereign debt markets
Marta Gómez‐Puig, Simón Sosvilla‐Rivero
International Review of Economics & Finance (2014) Vol. 33, pp. 12-27
Open Access | Times Cited: 88
Endogenous crisis dating and contagion using smooth transition structural GARCH
Mardi Dungey, George Milunovich, Susan Thorp, et al.
Journal of Banking & Finance (2015) Vol. 58, pp. 71-79
Open Access | Times Cited: 87
Disentangling contagion among sovereign CDS spreads during the European debt crisis
Carmen Broto, Gabriel Pérez‐Quirós
Journal of Empirical Finance (2015) Vol. 32, pp. 165-179
Open Access | Times Cited: 85
Credit Default Swaps: Past, Present, and Future
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
Annual Review of Financial Economics (2016) Vol. 8, Iss. 1, pp. 175-196
Open Access | Times Cited: 77
Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis
Carmen Broto, Gabriel Pérez‐Quirós
SSRN Electronic Journal (2013)
Open Access | Times Cited: 75
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
Fernando Fernández Rodríguez, Marta Gómez‐Puig, Simón Sosvilla‐Rivero
Journal of International Financial Markets Institutions and Money (2016) Vol. 43, pp. 126-145
Open Access | Times Cited: 73
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)
Robert C. Merton, Monica Billio, Mila Getmansky, et al.
Financial Analysts Journal (2013) Vol. 69, Iss. 2, pp. 22-33
Open Access | Times Cited: 63
Volatility spillovers in EMU sovereign bond markets
Fernando Fernández Rodríguez, Marta Gómez‐Puig, Simón Sosvilla‐Rivero
International Review of Economics & Finance (2015) Vol. 39, pp. 337-352
Open Access | Times Cited: 61
Future directions in international financial integration research - A crowdsourced perspective
Brian M. Lucey, Samuel A. Vigne, Laura Ballester, et al.
International Review of Financial Analysis (2017) Vol. 55, pp. 35-49
Open Access | Times Cited: 61
Regime-dependent determinants of Euro area sovereign CDS spreads
Hans J. Blommestein, Sylvester Eijffinger, Zongxin Qian
Journal of Financial Stability (2015) Vol. 22, pp. 10-21
Closed Access | Times Cited: 58
Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
Marta Gómez‐Puig, Simón Sosvilla‐Rivero
Economic Modelling (2016) Vol. 56, pp. 133-147
Open Access | Times Cited: 51
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
Dominik Blatt, Bertrand Candelon, Hans Manner
Journal of Banking & Finance (2015) Vol. 59, pp. 1-13
Closed Access | Times Cited: 50
A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt
Michael S. Pagano, John Sedunov
Journal of Financial Stability (2016) Vol. 23, pp. 62-78
Closed Access | Times Cited: 49
Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Param Silvapulle, Jean Pierre Fenech, Alice Thomas, et al.
Economic Modelling (2016) Vol. 58, pp. 83-92
Closed Access | Times Cited: 43
Do institutional settings condition the effect of macroprudential policies on sovereign default risk? Cross-country evidence
Jitendra Kumar Chaurasiya, Bhanu Pratap Singh, Sujit Kumar
Economic Change and Restructuring (2025) Vol. 58, Iss. 3
Closed Access
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Juan C. Reboredo, Andrea Ugolini
The North American Journal of Economics and Finance (2015) Vol. 32, pp. 98-123
Closed Access | Times Cited: 36
Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions
Roberto A. De Santis, Srec̆ko Zimic
Journal of Applied Econometrics (2018) Vol. 33, Iss. 5, pp. 727-747
Closed Access | Times Cited: 34
What is mine is yours: Sovereign risk transmission during the European debt crisis
Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, Yongcheol Shin
Journal of Financial Stability (2023) Vol. 65, pp. 101103-101103
Open Access | Times Cited: 10
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