CHRISTIAN OPP

Associate Professor of Finance, University of Rochester Simon Business School

Research Associate, NBER

Publications Working Papers CV

NEWS / UPDATES

  • New paper: Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies [SSRN]

  • Paper update: Private Renegotiations and Government Interventions in Debt Chains [SSRN]


RESEARCH TOPICS

I study financial institutions’ and markets’ impact on prices and allocative efficiency.


METHODOLOGY

I have developed a modeling approach for granular dynamic economies that yields exact global solutions and only requires inverting sparse matrices. Several of my papers showcase this approach in settings with: