John Hull

13.1k citations
47 papers · 8.0k indexed · 5 hit papers · h-index 23

John Hull

44 papers receiving 7.1k citations

Hit Papers

The relationship between credit default swap spr...716198720262000201350010001.5k2.0k

Peers

John Hull
Comparison fields: 5 of 100
  • Finance 7.4k
  • General Economics, Econometrics and Finance 912
  • Economics and Econometrics 3.0k
  • Demography 882
  • Accounting 697
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Citations per field
00.5×1.5×
Steven L. Heston · 1×
Citations per year

Countries citing papers authored by John Hull

Since Specialization
Citations

This map shows the geographic impact of John Hull's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by John Hull with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites John Hull more than expected).

Fields of papers citing papers by John Hull

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by John Hull. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by John Hull. The network helps show where John Hull may publish in the future.

Co-authorship network

The 12 scholars most cited alongside John Hull, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with John Hull Line = papers co-authored together John Hull links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20230
2 202311
3 20228
4 20182
5 20181
6 20140
7 201419
8 20147
9 201261
10
Credit Ratings and the Securitization of Subprime Mortgages
20104
11
AN IMPROVED IMPLIED COPULA MODEL AND ITS APPLICATION TO THE VALUATION OF BESPOKE CDO TRANCHES
200911
12 200931
13
The relationship between credit default swap spreads, bond yields, and credit rating announcementsbreakdown →
2004716
14
Options, futures & other derivatives
2003194
15 1993294
16 1990220
17
Pricing Interest-Rate-Derivative Securitiesbreakdown →
19901215
18
Options, Futures, and Other Derivative Securities.breakdown →
1990739
19
The Pricing of Options on Assets with Stochastic Volatilitiesbreakdown →
1987852
20 198395

About John Hull

John Hull is a scholar working on Finance, Economics and Econometrics and Accounting, having authored 47 papers that have together received 8.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (22 papers), Credit Risk and Financial Regulations (18 papers), Banking stability, regulation, efficiency (18 papers), Financial Risk and Volatility Modeling (9 papers), Capital Investment and Risk Analysis (7 papers), Insurance and Financial Risk Management (6 papers), Financial Markets and Investment Strategies (6 papers) and Economic theories and models (5 papers). The work is most often cited by research in Finance (7.4k citations), General Economics, Econometrics and Finance (912 citations) and Economics and Econometrics (3.0k citations). John Hull has collaborated with scholars based in Canada, United States and Bulgaria. Frequent co-authors include Alan White, Gerald D. Gay, Mirela Predescu, Wulin Suo, Nahum Biger, Zissis Poulos, Andreas Veneris, Zeyu Wang, Jun Yuan and Jon C. Ball. Their work appears in journals such as Journal of Financial and Quantitative Analysis, Quantitative Finance, Financial Analysts Journal, The Journal of Finance and Journal of Banking & Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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