Lara Cathcart
Names
| first: | Lara |
| last: | Cathcart |
Identifer
| RePEc Short-ID: | pca821 |
Contact
| homepage: | https://www.imperial.ac.uk/people/l.cathcart |
Affiliations
-
Imperial College
/ Business School
- EDIRC entry
- location:
Research profile
author of:
- Interest Rate Setting in Floating Rate Mortgage Markets (RePEc:bbk:bbkifr:017)
by Lara Cathcart & William Perraudin - The Slope Of The Term Structure Of Credit Spreads: An Empirical Investigation (RePEc:bla:jfnres:v:30:y:2007:i:2:p:237-257)
by Mascia Bedendo & Lara Cathcart & Lina El‐Jahel - Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach (RePEc:eee:jbfina:v:37:y:2013:i:7:p:2392-2407)
by Badaoui, Saad & Cathcart, Lara & El-Jahel, Lina - Can regulators allow banks to set their own capital ratios? (RePEc:eee:jbfina:v:53:y:2015:i:c:p:112-123)
by Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel - Distressed Debt Restructuring in the Presence of Credit Default Swaps (RePEc:hal:journl:hal-01262323)
by Mascia Bedendo & Lara Cathcart & Lina El-Jahel - Basel II: an engine without brakes (RePEc:pal:jbkreg:v:18:y:2017:i:4:d:10.1057_s41261-016-0003-2)
by Lara Cathcart & Lina El-Jahel & Ravel Jabbour - Pricing defaultable bonds: a middle-way approach between structural and reduced-form models (RePEc:taf:quantf:v:6:y:2006:i:3:p:243-253)
by Lara Cathcart & Lina El-Jahel - Distressed Debt Restructuring in the Presence of Credit Default Swaps (RePEc:wly:jmoncb:v:48:y:2016:i:1:p:165-201)
by Mascia Bedendo & Lara Cathcart & Lina El‐Jahel