Citation Analysis – Clustered Network Connectedness: \\A New Measurement Framework\\with Application to Global Equity Markets

Clustered Network Connectedness: \\A New Measurement Framework\\with Application to Global Equity Markets
Bastien Buchwalter, Francis X. Diebold, Kamil Yilmaz
https://arxiv.org/abs/2502.15458

Citation mentions

Cited references

Sections

6,930

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Koop, Pesaran, and Potter	1996	4	4	5.5	0.100	0.843	75%
2	Diebold and Yilmaz (self)	2014	3	3	3.5	0.075	0.737	67%
3	Sims	1980	3	3	3.5	0.075	0.737	67%
4	Diebold and Yilmaz (self)	2012	3	2	6.0	0.075	0.737	100%
5	Forbes and Rigobon	2002	2	2	3.0	0.050	0.644	100%
6	Demirer, Diebold, Liu, and Yilmaz (self)	2018	2	2	4.0	0.050	0.644	100%
7	Pesaran and Shin	1998	2	2	1.5	0.050	0.511	50%
8	Diebold and Yilmaz (self)	2009	1	1	1.0	0.025	0.406	100%
9	Diebold and Yilmaz (self)	2023	1	1	1.0	0.025	0.406	100%
10	Jorda	2005	1	1	1.0	0.025	0.406	100%
11	Montiel Olea and Plagborg-Moller	2021	1	1	1.0	0.025	0.406	100%
12	Jorda and Taylor	2024	1	1	1.0	0.025	0.406	100%
13	Rambachan and Shephard	2025	1	1	1.0	0.025	0.406	100%
14	Goyal and Welch	2008	1	1	2.0	0.025	0.406	100%
15	Stock and Watson	2005	1	1	2.0	0.025	0.406	100%
16	Zou and Zhang	2009	1	1	2.0	0.025	0.406	100%
17	Tibshirani	1996	1	1	2.0	0.025	0.406	100%
18	Jacomy, Heymann, Venturini, and Bastian	2014	1	1	2.0	0.025	0.406	100%
19	Bonhomme and Manresa	2015	1	1	1.0	0.025	0.406	100%
20	MacKinnon, Nielsen, and Webb	2023	1	1	1.0	0.025	0.406	100%
21	Tong, Hansen, and Archakov	2024	1	1	1.0	0.025	0.406	100%
22	Bonhomme, Lamadon, and Manresa	2022	1	1	1.0	0.025	0.406	100%
23	Chiang, Sasaki, and Wang	2025	1	1	1.0	0.025	0.406	100%
24	Zhang	2024	1	1	1.0	0.025	0.406	100%
25	Gudmundsson and Brownlees	2021	1	1	1.0	0.025	0.406	100%
26	Brownlees, Gudmundsson, and Lugosi	2022	1	1	1.0	0.025	0.406	100%
27	Li, Peng, Tang, and Wu	2025	1	1	1.0	0.025	0.406	100%
28	Zhu, Pan, Li, Liu, and Wang	2017	1	1	1.0	0.025	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Koop, Pesaran, and Potter

1996

5.5

0.100

0.843

75%

Diebold and Yilmaz (self)

2014

3.5

0.075

0.737

67%

Sims

1980

3.5

0.075

0.737

67%

Diebold and Yilmaz (self)

2012

6.0

0.075

0.737

100%

Forbes and Rigobon

2002

3.0

0.050

0.644

100%

Demirer, Diebold, Liu, and Yilmaz (self)

2018

4.0

0.050

0.644

100%

Pesaran and Shin

1998

1.5

0.050

0.511

50%

Diebold and Yilmaz (self)

2009

1.0

0.025

0.406

100%

Diebold and Yilmaz (self)

2023

1.0

0.025

0.406

100%

Jorda

2005

1.0

0.025

0.406

100%

Montiel Olea and Plagborg-Moller

2021

1.0

0.025

0.406

100%

Jorda and Taylor

2024

1.0

0.025

0.406

100%

Rambachan and Shephard

2025

1.0

0.025

0.406

100%

Goyal and Welch

2008

2.0

0.025

0.406

100%

Stock and Watson

2005

2.0

0.025

0.406

100%

Zou and Zhang

2009

2.0

0.025

0.406

100%

Tibshirani

1996

2.0

0.025

0.406

100%

Jacomy, Heymann, Venturini, and Bastian

2014

2.0

0.025

0.406

100%

Bonhomme and Manresa

2015

1.0

0.025

0.406

100%

MacKinnon, Nielsen, and Webb

2023

1.0

0.025

0.406

100%

Tong, Hansen, and Archakov

2024

1.0

0.025

0.406

100%

Bonhomme, Lamadon, and Manresa

2022

1.0

0.025

0.406

100%

Chiang, Sasaki, and Wang

2025

1.0

0.025

0.406

100%

Zhang

2024

1.0

0.025

0.406

100%

Gudmundsson and Brownlees

2021

1.0

0.025

0.406

100%

Brownlees, Gudmundsson, and Lugosi

2022

1.0

0.025

0.406

100%

Li, Peng, Tang, and Wu

2025

1.0

0.025

0.406

100%

Zhu, Pan, Li, Liu, and Wang

2017

1.0

0.025

0.406

100%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.