Author Page for Christopher L. Culp

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Regulation, 2008

Number of pages: 6 Posted: 30 Apr 2007 Last Revised: 29 Mar 2021

Christopher L. Culp and J.B. Heaton

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and One Hat Research LLC

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Citation 5

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Option-Based Credit Spreads

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Citation 13

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Option-Based Credit Spreads

Chicago Booth Research Paper No. 15-49, Fama-Miller Working Paper

Number of pages: 44 Posted: 17 Dec 2014 Last Revised: 12 Sep 2017

Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, University of Toronto and University of Chicago - Booth School of Business

Downloads 841 (60,634)

Abstract:

Option-Based Credit Spreads

NBER Working Paper No. w20776

Number of pages: 45 Posted: 22 Dec 2014 Last Revised: 09 Apr 2023

Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, University of Toronto and University of Chicago - Booth School of Business

Downloads 71 (695,038)

Citation 4

Abstract:

Option-Based Credit Spreads

CEPR Discussion Paper No. DP10318

Number of pages: 67 Posted: 23 Jan 2015

Christopher L. Culp and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business

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Citation 9

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Abstract:

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Interest Rate Derivatives Products and Recent Market Activity in the New Regulatory Framework

Forthcoming: Handbook of Fixed-Income Securities, First Edition, Edited by Pietro Veronesi

Number of pages: 97 Posted: 23 Dec 2014

Christopher L. Culp

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Downloads 354 (178,309)

Abstract:

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Option-Implied Spreads and Option Risk Premia

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Option-Implied Spreads and Option Risk Premia

NBER Working Paper No. w28941

Number of pages: 43 Posted: 21 Jun 2021 Last Revised: 29 Jan 2023

Christopher L. Culp, Mihir Gandhi, Yoshio Nozawa and Pietro Veronesi

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Independent, University of Toronto and University of Chicago - Booth School of Business

Downloads 28 (1,040,244)

Abstract:

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Single-Name Credit Default Swaps: A Review of the Empirical Academic Literature

Johns Hopkins Institute for Applied Economics, AF/No.11/September 2016

Number of pages: 138 Posted: 12 Oct 2016

Christopher L. Culp, Andria van der Merwe, Bettina Staerkle and Bettina Staerkle

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Compass Lexecon and Compass LexeconRisk Management Consulting Services, Inc.

Downloads 336 (188,675)

Citation 1

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Derivative Dingbats

International Economy, July/August 1994

Number of pages: 5 Posted: 25 Jan 2013

Christopher L. Culp and Steve H. Hanke

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Johns Hopkins University - Department of Economics

Downloads 199 (319,410)

Abstract:

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Empire of the Sun: An Economic Interpretation of Enron's Energy Business

Cato Institute Policy Analysis, No. 470, February 2003

Number of pages: 19 Posted: 23 Jan 2013

Steve H. Hanke and Christopher L. Culp

Johns Hopkins University - Department of Economics and Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Downloads 169 (370,065)

Abstract:

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Financial Transaction Taxes: Benefits and Cost

Number of pages: 45 Posted: 22 Mar 2010 Last Revised: 21 Dec 2014

Christopher L. Culp

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Downloads 162 (383,738)

Citation 1

Abstract:

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Derivative Diagnosis

The International Economy, Vol. XIII, No. 3, May/June 199

Number of pages: 3 Posted: 23 Jan 2013

Steve H. Hanke, Christopher L. Culp and Andrea Neves

Johns Hopkins University - Department of Economics, Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Chicago Partners, LLC

Downloads 94 (581,441)

Abstract:

10.

The Hong Kong Linked Rate Mechanism: Monetary Lessons for Economic Development

Johns Hopkins University Department of Economics Working Paper

Number of pages: 57 Posted: 26 Jan 2013

Christopher L. Culp and Steve H. Hanke

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Johns Hopkins University - Department of Economics

Downloads 92 (589,246)

Abstract:

11.

Pummeling Derivatives

International Economy, September/October 1994

Number of pages: 3 Posted: 23 Jan 2013

Christopher L. Culp and Steve H. Hanke

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Johns Hopkins University - Department of Economics

Downloads 81 (635,953)

Abstract:

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Catastrophe Reinsurance and Risk Capital in the Wake of the Credit Crisis

Journal of Risk Finance Vol. 10, No. 5 (2009), Chicago Booth Research Paper No. 09-31, CRSP Working Paper

Posted: 03 Aug 2009 Last Revised: 21 Dec 2014

Christopher L. Culp and Kevin O'Donnell

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Independent

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Structured Financing Techniques in Oil & Gas Project Finance: Future Flow Securitizations, Prepaids, Volumetric Production Payments, and Project Finance Collateralized Debt Obligations

ENERGY & ENVIRONMENTAL PROJECT FINANCE LAW & TAXATION: NEW INVESTMENT TECHNIQUES, A. S. Kramer & P. C. Fusaro, eds., Oxford University Press, Forthcoming

Posted: 16 Jul 2009

Christopher L. Culp and J. Paul Forrester

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Mayer Brown LLP

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The Treasury Department's Proposed Regulation of OTC Derivatives Clearing & Settlement

Journal of Applied Finance, Vol. 2 (2010)

Posted: 07 Jul 2009 Last Revised: 21 Dec 2014

Christopher L. Culp

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Christopher L. Culp

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Research Fellow

Swiss Finance Institute

Adjunct Professor

Compass Lexecon

Senior Advisor

Financial Economics Consulting, Inc.

Managing Director

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Scholarly Papers (14)

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