5
H index
5
i10 index
96
Citations
Imperial College | 5 H index 5 i10 index 96 Citations RESEARCH PRODUCTION: 6 Articles 2 Papers RESEARCH ACTIVITY: 21 years (1996 - 2017). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca821 |
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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2023 | Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483. Full description at Econpapers || Download paper |
2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
2023 | Bank loan renegotiation and credit default swaps. (2023). Shohfi, Thomas D ; Francis, Bill B ; Donato, James ; Clark, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426620301989. Full description at Econpapers || Download paper |
2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper |
2023 | Capital and asset quality implications for bank resilience and performance in the light of NPLs’ regulation: a focus on the Texas ratio. (2023). Polato, Maurizio ; Floreani, Josanco ; Velliscig, Giulio. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00184-y. 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 | 15 |
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 | 36 |
2015 | Can regulators allow banks to set their own capital ratios? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2016 | Distressed Debt Restructuring in the Presence of Credit Default Swaps In: Post-Print. [Citation analysis] | paper | 19 |
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 nother version. Agregated cites: 19 | 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 | 13 |
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