5
H index
5
i10 index
101
Citations
Imperial College | 5 H index 5 i10 index 101 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 |
|---|---|
| Journal of Banking & Finance | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War. (2025). Neszveda, Gabor ; Nagy, Olivr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1995-2006. Full description at Econpapers || Download paper |
| 2024 | Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293. Full description at Econpapers || Download paper |
| 2025 | Rare disasters, local currency-denominated external debt and sovereign default risk. (2025). Cheng, Jiahui ; Chang, Senfeng. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001508. Full description at Econpapers || Download paper |
| 2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros ; Lotfi, Somayyeh ; Milidonis, Andreas. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
| 2025 | Markov switching volatility connectedness across international CDS markets. (2025). Gemici, Eray ; Mensi, Walid ; Polat, Mslm ; Kang, Sang Hoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000024. Full description at Econpapers || Download paper |
| 2024 | Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x. Full description at Econpapers || Download paper |
| 2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; 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 |
| 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 | 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 | 41 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team