Lina El-Jahel

University of Auckland

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

11

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15

CROSSREF CITATIONS

13

Scholarly Papers (11)

Distressed Debt Restructuring in the Presence of Credit Default Swaps

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 41 Posted: 27 Aug 2010 Last Revised: 15 Jan 2015
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
University of Bologna - Department of Management, Imperial College Business School and University of Auckland
Downloads 565 (55,566)
Citation 6

Abstract:

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Credit default swaps, empty creditors, debt restructuring

In- and Out-of-Court Debt Restructuring in the Presence of Credit Default Swaps

CAREFIN Research Paper No. 24/2010
Number of pages: 36 Posted: 07 Apr 2011
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
University of Bologna - Department of Management, Imperial College Business School and University of Auckland
Downloads 171 (203,437)

Abstract:

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2.

Defaultable Bonds and Default Correlation

Number of pages: 41 Posted: 25 Nov 2002
Lara Cathcart and Lina El-Jahel
Imperial College Business School and University of Auckland
Downloads 639 (48,049)
Citation 13

Abstract:

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3.

Reputational Shocks and the Information Content of Credit Ratings

Journal of Financial Stability, Forthcoming
Number of pages: 45 Posted: 21 Dec 2010 Last Revised: 11 Dec 2017
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
University of Bologna - Department of Management, Imperial College Business School and University of Auckland
Downloads 543 (59,132)
Citation 3

Abstract:

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Credit rating agencies, Rating announcements, Reputational shocks, Regulation

4.

Do Sovereign Credit Default Swaps Represent a Clean Measure of Sovereign Default Risk? A Factor Model Approach

Number of pages: 48 Posted: 15 Mar 2012 Last Revised: 29 Jan 2013
Saad Badaoui, Lara Cathcart and Lina El-Jahel
EDHEC Business School/EDHEC Risk Institute, Imperial College Business School and University of Auckland
Downloads 234 (152,500)
Citation 3

Abstract:

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Sovereign CDS spreads, Default and Liquidity Intensities, Grid Search Method and Exponential Affine Models

5.

Implied Liquidity Risk Premium in the Term Structure of Sovereign Credit Default Swap and Bond Spreads

Number of pages: 43 Posted: 29 Aug 2013 Last Revised: 09 Jan 2014
Saad Badaoui, Lara Cathcart and Lina El-Jahel
EDHEC Business School/EDHEC Risk Institute, Imperial College Business School and University of Auckland
Downloads 213 (166,767)
Citation 3

Abstract:

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term structure of sovereign credit default swaps, maximum likelihood, Kalman filter, liquidity risk

6.

The Risk-Based Capital Credit Crunch Hypothesis, a Dual Perspective

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 43 Posted: 12 Jun 2012 Last Revised: 27 Apr 2013
Lara Cathcart, Lina El-Jahel and Ravel Jabbour
Imperial College Business School, University of Auckland and Imperial College Business School
Downloads 138 (242,952)

Abstract:

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Banking, Capital Structure, Financial Crisis

7.

It’s (not) the Economy, Stupid: New Zealand’s Targeting of Gross National Happiness During the Coronavirus Crisis

The University of Auckland Business School Research Paper Forthcoming, Book chapter forthcoming: Management Perspectives on the Covid-19 Crisis: Lessons from New Zealand, edited by Kenneth Husted and Rudolf Sinkovics
Number of pages: 12 Posted: 17 Feb 2021
Lina El-Jahel and Robert MacCulloch
University of Auckland and University of Auckland
Downloads 9 (685,320)

Abstract:

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Gross National Happiness, Well-being, Economic growth

8.

How Does Monetary Policy Affect Welfare? Some New Estimates Using Data on Life Evaluation and Emotional Well-Being

Posted: 07 Nov 2020
Robert MacCulloch and Lina El-Jahel
University of Auckland and University of Auckland

Abstract:

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social welfare; well-being; inflation; unemployment

9.

Market Vs Model Credit Default Swap Spreads: Mind the Gap!

European Financial Management, Forthcoming
Posted: 06 Mar 2008 Last Revised: 31 Jul 2010
Lara Cathcart, Lina El-Jahel and Mascia Bedendo
Imperial College Business School, University of Auckland and University of Bologna - Department of Management

Abstract:

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Equity volatility, Credit spreads, Structural models , Trading strategies

10.

The Shape of the Term Structure of Credit Spreads: An Empirical Investigation

Journal of Financial Research, Vol. 30, No. 2, 2007
Posted: 17 Mar 2005 Last Revised: 30 Jul 2010
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
University of Bologna - Department of Management, Imperial College Business School and University of Auckland

Abstract:

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Credit spreads, term structure, level, slope, curvature

11.

Value at Risk for Derivatives

Posted: 31 Mar 1999
Lina El-Jahel, William Perraudin and Peter Sellin
University of Auckland, Imperial College London - Accounting, Finance, and Macroeconomics and Sveriges Riksbank

Abstract:

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Other Papers (1)

Total Downloads: 0
1.

The Correlation Structure of the CDS Market: An Empirical Investigation

AFA 2011 Denver Meetings Paper
Posted: 23 Mar 2010 Last Revised: 02 Jul 2014
Leo Evans, Lina El-Jahel and Lara Cathcart
Imperial College Business School, University of Auckland and Imperial College Business School

Abstract:

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Credit Correlation, Clustering, Principle Components Analysis, Ratingsma separated]