Mirela Predescu

Finance · 2004–2010

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #5,122 of 10,518 by trust here, #1,924 by citations
• Accounting — 8 citations into it; #4,214 of 8,970 by trust here, #2,278 by citations

Whom Mirela Predescu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Leif Andersen
2. Roberto Blanco Escolar
3. Edward I. Altman
4. John C. Hull

Who trusts Mirela Predescu overall

1. J. Chan-Lau
2. Anne-Laure Delatte
3. Alessandro Beber

Papers from Mirela Predescu's perspective

Ordered by how strongly the researchers Mirela Predescu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Analyzing rating transitions and rating drift with continuous observations
2. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
3. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
4. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
5. Valuing Credit Default Swaps I
6. Default Parameter Estimation Using Market Prices
7. The Pricing of Options and Corporate Liabilities
8. On Default Correlation: A Copula Function Approach
9. The term structure of credit spreads with jump risk
10. An Empirical Study of Bond Market Transactions

Their papers

• The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model (2010) — 128 citations
• Bond Prices, Default Probabilities and Risk Premiums (2005) — 163 citations
• The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004) — 1,152 citations