Lara Cathcart : Citation Profile


Are you Lara Cathcart?

Imperial College

5

H index

5

i10 index

79

Citations

RESEARCH PRODUCTION:

6

Articles

2

Papers

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 3
   Journals where Lara Cathcart has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 1 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca821
   Updated: 2022-05-21    RAS profile: 2020-07-08    
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Relations with other researchers


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:

Hassan, M. Kabir (3)

Colonnello, Stefano (3)

Zaghini, Andrea (3)

Nakashima, Kiyotaka (3)

Gündüz, Yalin (3)

Saito, Makoto (3)

Zenios, Stavros (3)

Darst, Matthew (2)

Renne, Jean-Paul (2)

Augustin, Patrick (2)

Sosvilla-Rivero, Simon (2)

Cites to:

Berger, Allen (10)

Peek, Joe (7)

Rosengren, Eric (7)

Furlong, Frederick (5)

Demirguc-Kunt, Asli (4)

Detragiache, Enrica (4)

Chami, Ralph (4)

Udell, Gregory (4)

Longstaff, Francis (4)

Cosimano, Thomas (4)

Gambacorta, Leonardo (3)

Main data


Where Lara Cathcart has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Recent works citing Lara Cathcart (2021 and 2020)


YearTitle of citing document
2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2021How 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.

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2021Quantifying 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.

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2020Decomposing 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.

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2020Investment 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.

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2020Modeling 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.

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2020Spillovers 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.

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2020How 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.

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2020Credit default swaps and market information. (2020). Osano, Hiroshi. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830257x.

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2022Linkage 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.

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2021Measuring Corporate Bond Market Dislocations. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:89473.

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2021How 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.

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2021A 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.

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2020Dynamics 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.

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2021Identifying 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.

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Works by Lara Cathcart:


YearTitleTypeCited
1996Interest Rate Setting in Floating Rate Mortgage Markets In: Archive Working Papers.
[Citation analysis]
paper0
2007THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
[Full Text][Citation analysis]
article14
2013Do 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]
article31
2015Can regulators allow banks to set their own capital ratios? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2016Distressed Debt Restructuring in the Presence of Credit Default Swaps In: Post-Print.
[Citation analysis]
paper13
2016Distressed 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
2017Basel II: an engine without brakes In: Journal of Banking Regulation.
[Full Text][Citation analysis]
article0
2006Pricing defaultable bonds: a middle-way approach between structural and reduced-form models In: Quantitative Finance.
[Full Text][Citation analysis]
article11

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