Lara Cathcart : Citation Profile

Are you Lara Cathcart?

Imperial College

6

H index

4

i10 index

71

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: 25.    Total self citations: 1 (1.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca821
   Updated: 2020-02-08    RAS profile: 2017-11-28    
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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:

Colonnello, Stefano (5)

Nakashima, Kiyotaka (3)

Zaghini, Andrea (3)

Zenios, Stavros (3)

Hassan, M. Kabir (3)

Efing, Matthias (3)

Saito, Makoto (2)

Chiarella, Carl (2)

Novales, Alfonso (2)

Augustin, Patrick (2)

O, Hyong-Chol (2)

Cites to:

Berger, Allen (9)

Rosengren, Eric (6)

Peek, Joe (6)

Cosimano, Thomas (4)

Udell, Gregory (4)

Detragiache, Enrica (4)

Longstaff, Francis (4)

Chami, Ralph (4)

Demirguc-Kunt, Asli (4)

merrouche, ouarda (4)

Gambacorta, Leonardo (4)

Main data

Where Lara Cathcart has published?

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

Recent works citing Lara Cathcart (2018 and 2017)

YearTitle of citing document
2018Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon. (2018). Jon, Il-Gwang ; Kim, Jong-Chol . In: Papers. RePEc:arx:papers:1709.06517.

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2018Pricing sovereign contingent convertible debt. (2018). Consiglio, Andrea ; Zenios, Stavros ; Tumminello, Michele. In: Papers. RePEc:arx:papers:1804.01475.

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2019PDE models for the valuation of a non callable defaultable coupon bond under an extended JDCEV model. (2019). Pascucci, Andrea ; C. V'azquez, ; Diop, S ; Calvo-Garrido, M C. In: Papers. RePEc:arx:papers:1905.01099.

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2017Dealing with dealers: sovereign CDS comovements. (). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel. In: Working Papers. RePEc:bde:wpaper:1723.

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2018Credit Insurance, Distress Resolution Costs, and Bond Spreads. (2018). Narayanan, Rajesh ; Uzmanoglu, Cihan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:931-951.

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2018Can 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.

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2018The 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.

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2017Political 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.

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2018The 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.

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2018How do firms respond to empty creditor holdout in distressed exchanges?. (2018). Narayanan, Rajesh ; Uzmanoglu, Cihan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:251-266.

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2019Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk. (2019). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300142.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2018Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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2018Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-47.

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2019Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components. (2019). Chamizo, Alvaro ; Novales, Alfonso. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:129-:d:255199.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2018Pricing 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.

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2018Optimal 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.

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2018The Performance of Islamic Vs. Conventional Banks: Evidence on the Suitability of the Basel Capital Ratios. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara ; Hassan, Kabir M. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9492-1.

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2017Determinants of Bank Capital in Dual Banking Systems. (2017). Hassan, M. Kabir ; Hippler, William J ; Bitar, Mohammad. In: NFI Working Papers. RePEc:nfi:nfiwps:2017-wp-04.

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2019Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data. (2019). Davis, E ; Noel, Dennison ; Karim, Dilruba . In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:499.

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2019Splitting credit risk into systemic, sectorial and idiosyncratic components. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1930.

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2018Shareholder bargaining power and the emergence of empty creditors. (2018). Efing, Matthias ; Colonnello, Stefano ; Zucchi, Francesca . In: IWH Discussion Papers. RePEc:zbw:iwhdps:102016.

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2017Internal governance and creditor governance: Evidence from credit default swaps. (2017). Colonnello, Stefano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62017.

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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]		article13
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]		article24
2015Can regulators allow banks to set their own capital ratios? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2016Distressed Debt Restructuring in the Presence of Credit Default Swaps In: Post-Print.
[Citation analysis]		paper10
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]		article10
2016Distressed Debt Restructuring in the Presence of Credit Default Swaps In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team