Lina El-Jahel

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

  • University of Auckland Business School

SCHOLARLY PAPERS

13

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32

CROSSREF CITATIONS

6

Scholarly Papers (13)

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1.

Distressed Debt Restructuring in the Presence of Credit Default Swaps

Downloads 809 (49,239)
Citation 10

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 Business School
Downloads 607 (70,973)
Citation 12

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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 Business School
Downloads 202 (239,319)

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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 Business School
Downloads 675 (62,739)
Citation 14

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3.

Reputational Shocks and the Information Content of Credit Ratings

Downloads 569 (77,826)

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 Business School
Downloads 569 (76,894)
Citation 5

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Credit rating agencies, Rating announcements, Reputational shocks, Regulation

Reputational Shocks and the Information Content of Credit Ratings

Journal of Financial Stability, 34, 44-60. DOI:10.1016/j.jfs.2017.12.003., The University of Auckland Business School Research Paper Series
Posted: 31 Jan 2022
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
University of Bologna - Department of Management, Imperial College Business School and University of Auckland Business School

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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 Business School
Downloads 252 (194,392)
Citation 7

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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 Business School
Downloads 241 (203,028)
Citation 3

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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 Business School and Imperial College Business School
Downloads 152 (306,944)

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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 Business School and University of Auckland Business School
Downloads 70 (519,531)

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Gross National Happiness, Well-being, Economic growth

8.

Trading in the Housing Market: A Model with Transaction Costs

The University of Auckland Business School Research Paper Series, Forthcoming, Mathematical Social Sciences, 113, 89-96.DOI: 10.1016/j.mathsocsci.2021.05.001.
Posted: 24 May 2022
Lina El-Jahel and Robert MacCulloch
University of Auckland Business School and University of Auckland Business School

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House prices, Market efficiency, Arbitrage

9.

Excess comovement in credit default swap markets: Evidence from the CDX indices

Journal of Financial Markets, 43, 96-120.DOI:10.1016/j.finmar.2018.10.002., The University of Auckland Business School Research Paper Series
Posted: 31 Jan 2022
Lara Cathcart, Lina El-Jahel, Leo Evans and Yining Shi
Imperial College Business School, University of Auckland Business School, Imperial College London, Business School, Students and Yining Shi

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Credit default swaps, Excess comovement, CDX indices, Credit ratings

10.

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

The University of Auckland Business School Research Paper
Posted: 07 Nov 2020
Lina El-Jahel, Robert MacCulloch and Hamed Shafiee
University of Auckland Business School, University of Auckland Business School and New Zealand Productivity Commission

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social welfare; well-being; inflation; unemployment

11.

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 Business School and University of Bologna - Department of Management

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Equity volatility, Credit spreads, Structural models , Trading strategies

12.

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 Business School

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Credit spreads, term structure, level, slope, curvature

13.

Value at Risk for Derivatives

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

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Other Papers (1)

Total Downloads: 0
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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 Business School and Imperial College Business School

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