Tim Krehbiel

Oklahoma State University - Stillwater - Spears School of Business

201 Business

Stillwater, OK 74078-0555

United States

SCHOLARLY PAPERS

2

DOWNLOADS

147

CITATIONS

0

Scholarly Papers (2)

1.

All Risks Matter

25th Australasian Finance and Banking Conference 2012
Number of pages: 54 Posted: 12 Jul 2012 Last Revised: 14 Jul 2012
Weiping Li and Tim Krehbiel
Oklahoma State University and Oklahoma State University - Stillwater - Spears School of Business
Downloads 66 (241,843)

Abstract:

stochastic correlation, stochastic volatility, equity index option

2.

Measuring Correlated Default Risk: A New Metric and Validity Tests

Number of pages: 48 Posted: 20 Sep 2015 Last Revised: 04 Feb 2017
California Polytechnic State University, Santa Clara University, Oklahoma State University - Stillwater - Spears School of Business and Oklahoma State University - Department of Finance
Downloads 64 (280,589)

Abstract:

correlated default risk, correlation in probability of default, credit default swap (CDS) spreads, credit spreads