Lara Cathcart
机构: Professor of Finance, Imperial College Business School
每年引用次数
引用次数
引用: 870
H-指数: 14
I10-指数 : 17
出版物: 42
Distressed Debt Restructuring in the Presence of Credit Default Swaps
MASCIA BEDENDO , LARA CATHCART , LINA EL-JAHEL
Journal of Money, Credit and Banking 48 ( 1) 165 -201
23
2016
The determinants of European returns, spillovers and contagion
Lara Cathcarta , Lina El-Jahelb , Ravel Jabboura
Preprint submitted to the International Conference on Credit Risk Evaluation
1
2013
Basel II: an engine without brakes
Lara Cathcart , Lina El-Jahel , Ravel Jabbour
Journal of Banking Regulation 18 ( 4) 359 -374
2017
Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach
Saad Badaoui , Lara Cathcart , Lina El-Jahel
Journal of Banking and Finance 37 ( 7) 2392 -2407
49
2013
Can Regulators Allow Banks to Set their Own Capital Ratios
Lara Cathcart , Lina El-Jahel , Ravel Jabbour
Journal of Banking and Finance 53 ( 4) 112 -123
14
2015
Market and Model Credit Default Swap Spreads: Mind the Gap!
Mascia Bedendo , Lara Cathcart , Lina El-Jahel
European Financial Management 17 ( 4) 655 -678
17
2011
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Saad Badaoui , Lara Cathcart , Lina El-Jahel
European Journal of Finance 22 ( 10) 825 -853
8
2016
Excess comovement in credit default swap markets: Evidence from the CDX indices
Lara Cathcart , Lina El-Jahel , Leo Evans , Yining Shi
Journal of Financial Markets 43 96 -120
1
2019
Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
Lara Cathcart , Lina El-Jahel
Quantitative Finance 6 ( 3) 243 -253
20
2006
The differential impact of leverage on the default risk of small and large firms
Lara Cathcart , Alfonso Dufour , Ludovico Rossi , Simone Varotto
Journal of Corporate Finance 60 101541
54
2020
Valuation of Defaultable Bonds
Lara Cathcart , Lina El-Jahel
The Journal of Fixed Income 8 ( 1) 65 -78
75
1998
Multiple Defaults and Merton's Model
Lara Cathcart , Lina El-Jahel
The Journal of Fixed Income 14 ( 1) 60 -68
14
2004
Reputational shocks and the information content of credit ratings
Mascia Bedendo , Lara Cathcart , Lina El-Jahel
Journal of Financial Stability 34 44 -60
13
2018
The pricing of floating rate instruments
Lara Cathcart
The Journal of Computational Finance 1 ( 4) 31 -51
1998
Semi-analytical pricing of defaultable bonds in a signaling jump-default model
Lara Cathcart , Lina El-Jahel
The Journal of Computational Finance 6 ( 3) 91 -108
30
2003
Firm-level climate regulatory exposure
Salim Baz , Lara Cathcart , Alexander Michaelides , Yi Zhang
Available at SSRN 3873886
5
2023
Lebanon: from Dollars to Lollars
Salim Baz , Lara Cathcart , Alexander Michaelides
Available at SSRN 4254934
2
2022
What is the Value of Financial News?
Salim Baz , Lara Cathcart , Alexander Michaelides
Available at SSRN 4251414
1
2022
Media, Economic Activity and Macroeconomic Expectations1
Salim Baz , Lara Cathcart , Alexander Michaelides
2020
The Impact of Global Warming on Small and Micro European Firms
Lara Cathcart , Zhenghong Ding , Alfonso Dufour , Simone Varotto
Available at SSRN 4306143
1
2022