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Option-based credit spreads

Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - 2014

Persistent link: https://www.econbiz.de/10010468759

Option-based credit spreads

Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - 2014

Persistent link: https://www.econbiz.de/10010465600

Corporate aftershock : the public policy lessons from the collapse of Enron and other major corporations

Culp, Christopher L. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001720167

Have pre-crisis levels of risk returned in US structured products? : evidence from US subprime auto ABS, CLOs, and insurance-linked securities markets

Culp, Christopher L.; Forrester, J. Paul - In: The journal of structured finance 21 (2015/16) 1, pp. 10-44

Persistent link: https://www.econbiz.de/10011293539

Credit Default Swaps : Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations

Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as...

Persistent link: https://www.econbiz.de/10012396816

Shadow banking, risk transfer, and financial stability

Culp, Christopher L.; Neves, Andrea M. P. - In: Journal of applied corporate finance : JACF 29 (2017) 4, pp. 45-64

Persistent link: https://www.econbiz.de/10011850091

Option-based credit spreads

Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - In: The American economic review 108 (2018) 2, pp. 454-488

Persistent link: https://www.econbiz.de/10011821049

Credit default swaps : mechanics and empirical evidence on benefits, costs, and inter-market relations

Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018

Persistent link: https://www.econbiz.de/10011867886