5
H index
5
i10 index
79
Citations
Imperial College | 5 H index 5 i10 index 79 Citations RESEARCH PRODUCTION: 6 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lara Cathcart. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Year | Title of citing document |
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2020 | Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540. Full description at Econpapers || Download paper |
2021 | How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks. (2021). Abbas, Faisal ; Younas, Zahid Irshad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:109-131. Full description at Econpapers || Download paper |
2021 | Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96. Full description at Econpapers || Download paper |
2020 | Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306818. Full description at Econpapers || Download paper |
2020 | Investment risk, CDS insurance, and firm financing. (2020). Matta, Rafael ; Campello, Murillo. In: European Economic Review. RePEc:eee:eecrev:v:125:y:2020:i:c:s0014292120300568. Full description at Econpapers || Download paper |
2020 | Modeling CDS spreads: A comparison of some hybrid approaches. (2020). Radi, Davide ; Pacelli, Graziella ; Ballestra, Luca Vincenzo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:107-124. Full description at Econpapers || Download paper |
2020 | Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599. Full description at Econpapers || Download paper |
2020 | How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981. Full description at Econpapers || Download paper |
2020 | Credit default swaps and market information. (2020). Osano, Hiroshi. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830257x. Full description at Econpapers || Download paper |
2022 | Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001872. Full description at Econpapers || Download paper |
2021 | Measuring Corporate Bond Market Dislocations. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:89473. Full description at Econpapers || Download paper |
2021 | How Do Capital Ratios Affect Bank Risk-Taking: New Evidence From the United States. (2021). Rizwan, Sohail ; Ali, Shoaib ; Masood, Omar ; Abbas, Faisal. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020979678. Full description at Econpapers || Download paper |
2021 | A revised version of the Cathcart & El-Jahel model and its application to CDS market. (2021). Dvoakova, Hana ; Torri, Gabriele ; Hoang, Vu Phuong ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00350-x. Full description at Econpapers || Download paper |
2020 | Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0. Full description at Econpapers || Download paper |
2021 | Identifying empty creditors with a shock and micro-data. (2021). Ongena, Steven ; O'Flynn, Kuchulain ; Gunduz, Yalin ; Degryse, Hans. In: Discussion Papers. RePEc:zbw:bubdps:452021. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1996 | Interest Rate Setting in Floating Rate Mortgage Markets In: Archive Working Papers. [Citation analysis] | paper | 0 |
2007 | THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 14 |
2013 | Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
2015 | Can regulators allow banks to set their own capital ratios? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2016 | Distressed Debt Restructuring in the Presence of Credit Default Swaps In: Post-Print. [Citation analysis] | paper | 13 |
2016 | Distressed Debt Restructuring in the Presence of Credit Default Swaps.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2017 | Basel II: an engine without brakes In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 0 |
2006 | Pricing defaultable bonds: a middle-way approach between structural and reduced-form models In: Quantitative Finance. [Full Text][Citation analysis] | article | 11 |
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