Details about Lara Cathcart

Access statistics for papers by Lara Cathcart.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pca821

Working Papers

2016

1. Distressed Debt Restructuring in the Presence of Credit Default Swaps
   Post-Print, HAL View citations (19)
   See also Journal Article Distressed Debt Restructuring in the Presence of Credit Default Swaps, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (17) (2016)

1996

2. 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

2016

2. Distressed Debt Restructuring in the Presence of Credit Default Swaps
   Journal of Money, Credit and Banking, 2016, 48, (1), 165-201 View citations (17)
   See also Working Paper Distressed Debt Restructuring in the Presence of Credit Default Swaps, Post-Print (2016) View citations (19) (2016)

2015

3. Can regulators allow banks to set their own capital ratios?
   Journal of Banking & Finance, 2015, 53, (C), 112-123 View citations (13)

2013

4. 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 View citations (38)

2007

5. THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION
   Journal of Financial Research, 2007, 30, (2), 237-257 View citations (16)

2006

6. Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
   Quantitative Finance, 2006, 6, (3), 243-253 View citations (13)