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  • Jorge Cruz Lopez

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Courses

Econometrics II
ECON 2223B-001/002

Jorge Cruz Lopez

Assistant Professor

Roy AllenOffice: SSC 4091
Telephone: 519-661-2111 Ext. 85323
Fax: 519-661-3666
E-mail: jcruzlop@uwo.ca

Curriculum Vitae
Personal Website 

Research Interests

Asset Pricing, Risk Management, Financial Market Infrastructures

Teaching Fields

Financial Economics, Derivatives, Investments, Econometrics

Representative Publications

Cruz Lopez, J., and Ibañez, A. (2020). European Puts, Credit Protection, and Endogenous Default. Quarterly Journal of Finance.

Cerezetti, F., Cruz Lopez, J., Manning, M., and Murphy, D. (2019). Who Pays? Who Gains? CCP Resource Provision in the post-Pittsburgh World. Journal of Financial Market Infrastructures, 7(3), 21 – 44.

Cruz Lopez, J., Harris, J., Hurlin, C., and Pérignon, C. (2017). CoMargin. Journal of Financial and Quantitative Analysis, 52(5), 2183-2215. 

Cruz Lopez, J. (2015). Mind the Gap: Undercollateralization in the Global and Canadian OTCD Markets. Analyzing the Economics of Financial Market Infrastructures, Ch. 15, 304 – 316.

Cruz Lopez, J., Mendes, R., and Vikstedt, H. (2013). The Market for Collateral: The Potential Impact of Financial Regulation. Bank of Canada Financial System Review, 0613, 45-53.

Cruz Lopez, J., Harris, J., and Pérignon, C. (2011). Clearing House, Margin Requirements, and Systemic Risk. Review of Futures Markets, 19, 39-54

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  • Staff
  • MA/PhD Graduate Students
  • MFE Graduate Students
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  • Find an Expert
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Department of Economics
Social Science Centre Room 4071
London, Ontario, Canada, N6A 5C2
Tel: 519-661-3500
economics@uwo.ca
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