5
H index
2
i10 index
50
Citations
Lara Cathcart : Citation Profile
Imperial College | RESEARCH PRODUCTION: 6 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1996 - 2017). 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:
| Cites to:
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Main data
Where Lara Cathcart has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
Recent works citing Lara Cathcart (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon. (2018). , Hyong-Chol ; Jon, Il-Gwang ; Kim, Jong-Chol . In: Papers. RePEc:arx:papers:1709.06517. Full description at Econpapers || Download paper |
| 2018 | Pricing sovereign contingent convertible debt. (2018). Consiglio, Andrea ; Zenios, Stavros ; Tumminello, Michele. In: Papers. RePEc:arx:papers:1804.01475. Full description at Econpapers || Download paper |
| 2018 | Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136. Full description at Econpapers || Download paper |
| 2018 | The determinants of Islamic bank capital decisions. (2018). Bitar, Mohammad ; Hippler, William J ; Hassan, Kabir M. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:48-68. Full description at Econpapers || Download paper |
| 2017 | Political systems and the financial soundness of Islamic banks. (2017). Bitar, Mohammad ; Walker, Thomas ; Hassan, Kabir M. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:18-44. Full description at Econpapers || Download paper |
| 2018 | The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:227-262. Full description at Econpapers || Download paper |
| 2017 | Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Gasbarro, Dominic ; Hassan, Kamrul . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16. Full description at Econpapers || Download paper |
| 2018 | “Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803. Full description at Econpapers || Download paper |
| 2018 | Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach. (2018). Andreoli, Alessandro ; Pacelli, Graziella ; Ballestra, Luca Vincenzo. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9608-x. Full description at Econpapers || Download paper |
| 2018 | Optimal Portfolios with Credit Default Swaps. (2018). Ambrosini, Giuseppe ; Menoncin, Francesco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0264-z. Full description at Econpapers || Download paper |
| 2017 | Determinants of Bank Capital in Dual Banking Systems. (2017). Bitar, Mohammad ; Hippler, William J ; Hassan, Kabir M. In: NFI Working Papers. RePEc:nfi:nfiwps:2017-wp-04. Full description at Econpapers || Download paper |
| 2018 | Shareholder bargaining power and the emergence of empty creditors. (2018). Efing, Matthias ; Colonnello, Stefano ; Zucchi, Francesca . In: IWH Discussion Papers. RePEc:zbw:iwhdps:102016. Full description at Econpapers || Download paper |
| 2017 | Internal governance and creditor governance: Evidence from credit default swaps. (2017). Colonnello, Stefano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62017. Full description at Econpapers || Download paper |
Works by Lara Cathcart:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 11 |
| 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 | 21 |
| 2015 | Can regulators allow banks to set their own capital ratios? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Distressed Debt Restructuring in the Presence of Credit Default Swaps In: Post-Print. [Citation analysis] | paper | 6 |
| 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: 6 | 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 | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team