Mirela Predescu

1.7k total citations · 1 hit paper
12 papers, 1.2k citations indexed

About

Mirela Predescu is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Mirela Predescu has authored 12 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 4 papers in Accounting and 3 papers in Economics and Econometrics. Recurrent topics in Mirela Predescu's work include Credit Risk and Financial Regulations (12 papers), Banking stability, regulation, efficiency (8 papers) and Financial Distress and Bankruptcy Prediction (4 papers). Mirela Predescu is often cited by papers focused on Credit Risk and Financial Regulations (12 papers), Banking stability, regulation, efficiency (8 papers) and Financial Distress and Bankruptcy Prediction (4 papers). Mirela Predescu collaborates with scholars based in Canada, United Kingdom and United States. Mirela Predescu's co-authors include Alan White, John Hull, John C. Hull, Sascha Wilkens, Agostino Capponi and Damiano Brigo and has published in prestigious journals such as Journal of Banking & Finance, The Journal of Risk and The Journal of Credit Risk.

In The Last Decade

Mirela Predescu

11 papers receiving 1.0k citations

Hit Papers

The relationship between credit default swap spreads, bon... 2004 2026 2011 2018 2004 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. The relationship between credit default swap spreads, bond yields, and credit rating announcements
    2004 716 citations John Hull, Mirela Predescu et al. Journal of Banking & Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Mirela Predescu Canada 7 1.1k 504 261 81 37 12 1.2k
Young Ho Eom South Korea 9 1.0k 0.9× 467 0.9× 206 0.8× 68 0.8× 76 2.1× 36 1.1k
Jürg Blum Switzerland 5 799 0.7× 425 0.8× 401 1.5× 71 0.9× 15 0.4× 5 852
Lars‐Alexander Kuehn United States 12 732 0.7× 384 0.8× 353 1.4× 181 2.2× 94 2.5× 24 881
Michael F. Gallmeyer United States 15 497 0.5× 259 0.5× 412 1.6× 191 2.4× 32 0.9× 43 649
Valentin Haddad United States 11 477 0.4× 190 0.4× 305 1.2× 83 1.0× 26 0.7× 27 582
Jan Ericsson Canada 16 1.0k 0.9× 454 0.9× 232 0.9× 58 0.7× 95 2.6× 39 1.1k
Konstantin Milbradt United States 11 466 0.4× 218 0.4× 230 0.9× 105 1.3× 40 1.1× 21 574
Gökhan Torna United States 8 563 0.5× 442 0.9× 291 1.1× 32 0.4× 28 0.8× 15 653
Grace Xing Hu China 9 588 0.5× 216 0.4× 281 1.1× 108 1.3× 34 0.9× 19 662
Michael F. Koehn United States 7 831 0.8× 528 1.0× 422 1.6× 27 0.3× 23 0.6× 14 898

Countries citing papers authored by Mirela Predescu

Since Specialization
Citations

This map shows the geographic impact of Mirela Predescu'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 Mirela Predescu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mirela Predescu more than expected).

Fields of papers citing papers by Mirela Predescu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mirela Predescu. 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 Mirela Predescu. The network helps show where Mirela Predescu may publish in the future.

Co-authorship network of co-authors of Mirela Predescu

This figure shows the co-authorship network connecting the top 25 collaborators of Mirela Predescu. A scholar is included among the top collaborators of Mirela Predescu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mirela Predescu. Mirela Predescu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

12 of 12 papers shown
1.
Wilkens, Sascha & Mirela Predescu. (2018). Model risk in the Fundamental Review of the Trading Book: the case of the Default Risk Charge. The Journal of Risk Model Validation. 1 indexed citations
2.
Wilkens, Sascha & Mirela Predescu. (2017). Default risk charge: modeling framework for the “Basel” risk measure. The Journal of Risk. 19(4). 23–50. 6 indexed citations
3.
Wilkens, Sascha & Mirela Predescu. (2017). Model Risk in FRTB: The Case of the Default Risk Charge. SSRN Electronic Journal.
4.
Wilkens, Sascha & Mirela Predescu. (2015). Incremental Default Risk (IDR): Modeling Framework for the 'Basel 4' Risk Measure. SSRN Electronic Journal. 5 indexed citations
5.
Predescu, Mirela & Sascha Wilkens. (2011). Mean-Reverting Jump Diffusion Processes: Drift Adjustment to Preserve a Fixed Long-Term Mean. SSRN Electronic Journal. 2 indexed citations
6.
Brigo, Damiano, Mirela Predescu, & Agostino Capponi. (2010). Credit Default Swaps Liquidity Modeling: A Survey. SSRN Electronic Journal. 4 indexed citations
7.
Hull, John, Mirela Predescu, & Alan White. (2010). The valuation of correlation-dependent credit derivatives using a structural model. The Journal of Credit Risk. 6(3). 99–132. 21 indexed citations
8.
Hull, John C., Mirela Predescu, & Alan White. (2005). The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model. SSRN Electronic Journal. 40 indexed citations
9.
Hull, John, Mirela Predescu, & Alan White. (2005). Bond prices, default probabilities and risk premiums. The Journal of Credit Risk. 1(2). 53–60. 86 indexed citations
10.
Hull, John C., Mirela Predescu, & Alan White. (2005). Bond Prices, Default Probabilities and Risk Premiums. SSRN Electronic Journal. 47 indexed citations
11.
Hull, John, Mirela Predescu, & Alan White. (2004). The relationship between credit default swap spreads, bond yields, and credit rating announcements. Journal of Banking & Finance. 28(11). 2789–2811. 716 indexed citations breakdown →
12.
Predescu, Mirela, John C. Hull, & Alan White. (2004). The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements. SSRN Electronic Journal. 223 indexed citations

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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