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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:

On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle
Long Chen, Pierre Collin‐Dufresne, Robert S. Goldstein
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 95

Showing 1-25 of 95 citing articles:

Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Benjamin Yibin Zhang, Hao Zhou, Haibin Zhu
Review of Financial Studies (2009) Vol. 22, Iss. 12, pp. 5099-5131
Open Access | Times Cited: 580
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
Simon Gilchrist, Vladimir Yankov, Egon Zakrajšek
Journal of Monetary Economics (2009) Vol. 56, Iss. 4, pp. 471-493
Open Access | Times Cited: 536
Systemic Risk Contributions
Xin Huang, Hao Zhou, Haibin Zhu
Journal of Financial Services Research (2011) Vol. 42, Iss. 1-2, pp. 55-83
Closed Access | Times Cited: 340
Recovery rates, default probabilities, and the credit cycle
Max Bruche, Carlos González-Aguado
Journal of Banking & Finance (2009) Vol. 34, Iss. 4, pp. 754-764
Open Access | Times Cited: 225
Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
Pierre Collin‐Dufresne, Robert S. Goldstein, Jean Helwege
(2010)
Open Access | Times Cited: 186
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
Hui Chen
(2010)
Open Access | Times Cited: 158
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis
Xin Huang, Hao Zhou, Haibin Zhu
Finance and Economics Discussion Series (2009) Vol. 2009, Iss. 44, pp. 1-41
Open Access | Times Cited: 135
Feedback and Contagion through Distressed Competition
Hui Chen, Winston Wei Dou, Hongye Guo, et al.
(2023)
Open Access | Times Cited: 37
Learning by Holding and Liquidity
Guillaume Plantin
The Review of Economic Studies (2008) Vol. 76, Iss. 1, pp. 395-412
Closed Access | Times Cited: 77
Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads
Hui Chen, Yu Xu, Jun Yang
SSRN Electronic Journal (2012)
Open Access | Times Cited: 59
Sovereign Bonds since Waterloo
Josefin Meyer, Carmen Reinhart, Christoph Trebesch
(2019)
Open Access | Times Cited: 51
Long-Run Risks and Financial Markets
Ravi Bansal
(2007)
Open Access | Times Cited: 53
Friends with Money
Joseph Engelberg, Pengjie Gao, Christopher A. Parsons
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 50
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis
Xin Huang, Hao Zhou, Haibin Zhu
SSRN Electronic Journal (2010)
Open Access | Times Cited: 42
Variance Trading and Market Price of Variance Risk
Oleg Bondarenko
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 41
The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
Peter Feldhütter
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 34
Limited Arbitrage between Equity and Credit Markets
Nikunj Kapadia, Xiaoling Pu
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 32
Bank Solvency and Funding Cost: New Data and New Results
Stefan W. Schmitz, Michael Sigmund, Laura Valderrama
SSRN Electronic Journal (2016)
Open Access | Times Cited: 24
Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model
Kris Boudt, Ellen C. S. Paulus, Dale W. R. Rosenthal
SSRN Electronic Journal (2013)
Open Access | Times Cited: 23
Financial Crises and Risk Premia
Tyler Muir
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 22
Expected Returns, Yield Spreads, and Asset Pricing Tests
Murillo Campello, Long Chen, Lu Zhang
SSRN Electronic Journal (2006)
Open Access | Times Cited: 30
Modeling Credit Contagion Via the Updating of Fragile Beliefs
Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein, et al.
SSRN Electronic Journal (2011)
Open Access | Times Cited: 24
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
Hui Chen, Rui Cui, Zhiguo He, et al.
(2014)
Open Access | Times Cited: 20
Macroeconomic Risk and Debt Overhang
Hui Chen, Gustavo Manso
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 19
The Credit Spread Puzzle - Myth or Reality?
Peter Feldhütter, Stephen M. Schaefer
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 18
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