Lara Cathcart

Imperial College Business School

Senior Lecturer in Finance

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

10

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CITATIONS
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Top 24,165

in Total Papers Citations

11

Scholarly Papers (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
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School
Downloads 536 (41,204)
Citation 5

Abstract:

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
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School
Downloads 142 (172,869)
Citation 5

Abstract:

2.

Defaultable Bonds and Default Correlation

AFA 2003 Washington, DC Meetings
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 599 (34,854)
Citation 5

Abstract:

3.

Reputational Shocks and the Information Content of Credit Ratings

Number of pages: 42 Posted: 21 Dec 2010 Last Revised: 02 Mar 2017
Mascia Bedendo, Lara Cathcart and Lina El-Jahel
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School
Downloads 418 (44,445)

Abstract:

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 188 (134,920)

Abstract:

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

5.

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 111 (185,054)

Abstract:

Banking, Capital Structure, Financial Crisis

6.

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 98 (150,270)

Abstract:

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

7.

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

European Financial Management, Vol. 17, Issue 4, pp. 655-678, 2011
Number of pages: 24 Posted: 17 Aug 2011
Mascia Bedendo, Lara Cathcart and Lina Elā€Jahel
Audencia Nantes School of Management, Imperial College Business School and affiliation not provided to SSRN
Downloads 3 (534,483)
Citation 1
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Abstract:

equity volatility, credit spreads, structural models, G21, C22, G10

8.

Media Content and Sovereign Credit Risk

Number of pages: 48 Posted: 09 Jun 2016 Last Revised: 29 Apr 2017
Imperial College Business School, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and Imperial College London
Downloads 0 (244,340)

Abstract:

CDS, Sovereign Risk, Credit Risk Premium, Media Tone

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 - Business School and Audencia Nantes School of Management

Abstract:

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
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School

Abstract:

Credit spreads, term structure, level, slope, curvature

Other Papers (1)

Total Downloads: 0    Citations: 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 - Business School and Imperial College Business School

Abstract:

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