Research
We list here papers and research that use option-based credit spreads or pseudo bonds for their analysis.
- Culp, C., Y. Nozawa, P. Veronesi, "Option-Based Credit Spreads", Americal Economic Review, 108, 2, 2018
Technical Appendix with details about methodology and additional results
- Coval, J.D., J.W. Jurek, E. Stafford, "Economic Catastrophy Bonds", American Economic Review, 99(3), 2009
