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Details about Lara Cathcart

Homepage:http://www3.imperial.ac.uk/people/l.cathcart
Workplace:Business School, Imperial College, (more information at EDIRC)

Access statistics for papers by Lara Cathcart.

Last updated 2017-11-28. Update your information in the RePEc Author Service.

Short-id: pca821


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Working Papers

2016

  1. Distressed Debt Restructuring in the Presence of Credit Default Swaps
    Post-Print, HAL View citations (9)
    See also Journal Article in Journal of Money, Credit and Banking (2016)

1996

  1. Interest Rate Setting in Floating Rate Mortgage Markets
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics

Journal Articles

2017

  1. Basel II: an engine without brakes
    Journal of Banking Regulation, 2017, 18, (4), 359-374 Downloads

2016

  1. Distressed Debt Restructuring in the Presence of Credit Default Swaps
    Journal of Money, Credit and Banking, 2016, 48, (1), 165-201 Downloads View citations (8)
    See also Working Paper (2016)

2015

  1. Can regulators allow banks to set their own capital ratios?
    Journal of Banking & Finance, 2015, 53, (C), 112-123 Downloads View citations (7)

2013

  1. Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach
    Journal of Banking & Finance, 2013, 37, (7), 2392-2407 Downloads View citations (25)

2007

  1. THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION
    Journal of Financial Research, 2007, 30, (2), 237-257 Downloads View citations (13)

2006

  1. Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
    Quantitative Finance, 2006, 6, (3), 243-253 Downloads View citations (10)
 
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