Christopher L. Culp

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

Research Fellow

3400 N. Charles Street

Baltimore, MD 21218

United States

Swiss Finance Institute

Adjunct Professor

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

Compass Lexecon

Senior Advisor

332 South Michigan Avenue

Suite 1300

Chicago, IL 60604

United States

Financial Economics Consulting, Inc.

Managing Director

1501 N. State Pkwy., No. 7A

#7A

Chicago, IL Illinois 60610

United States

http://www.fin-econ.com

SCHOLARLY PAPERS

13

DOWNLOADS

2,345

SSRN CITATIONS

10

CROSSREF CITATIONS

24

Scholarly Papers (13)

1.

Naked Shorting

Regulation, 2008
Number of pages: 30 Posted: 30 Apr 2007 Last Revised: 18 Feb 2019
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
Downloads 889 (27,761)
Citation 4

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Naked Shorting, Short Selling, Manipulation

2.
Downloads 638 ( 43,791)
Citation 9

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, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 620 (44,815)

Abstract:

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credit spreads, credit risk, default, bonds, Merton model

Option-Based Credit Spreads

NBER Working Paper No. w20776
Number of pages: 45 Posted: 22 Dec 2014
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Hong Kong University of Science and Technology and University of Chicago - Booth School of Business
Downloads 17 (595,997)

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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
Downloads 1 (725,713)
Citation 3
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credit spreads, default, Merton model, options

3.

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 300 (108,396)

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derivatives, regulation, swaps, cleared swaps, non-cleared swaps, interest rate derivatives, Dodd-Frank, EMIR

4.

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 and Bettina Staerkle
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Compass Lexecon and Compass Lexecon
Downloads 145 (215,037)
Citation 2

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Credit Default Swaps, Systemic Risk, Hedging, Event Studies, Price Discovery

5.

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 108 (268,594)

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Hanke, Culp, international economy, Metallgesellschaft fiasco, Derivative Dingbats

6.

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 84 (316,191)
Citation 1

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7.

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 63 (371,249)

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Steve Hanke, Cato Institute, Enron, Corporation, Collapse

8.

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 48 (421,013)

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Derivatives, Disasters, Diagnosis, Hanke, Steve, Culp, Neves, International Economy

9.

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 38 (460,801)

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Steve Hanke, International Economy, Christopher Culp, Derivatives, Pummeling, Risk, Legislation

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 32 (488,063)

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Steve Hanke, Christopher Culp, Hong Kong Dollar, Linked Exchange Rate Mechanism, Johns Hopkins Economics

11.

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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12.

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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13.

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

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