The pricing of floating rate instruments

von Cathcart, Lara
Veröffentlicht in The journal of computational finance (1998)

Multiple defaults and Merton's model

von Cathcart, Lara
Veröffentlicht in The journal of fixed income (2004)

Valuation of defaultable bonds

von Cathcart, Lara
Veröffentlicht in The journal of fixed income (1998)

Semi-analytical pricing of defaultable bonds in a signaling jump-default model

von Cathcart, Lara
Veröffentlicht in The journal of computational finance (2003)

Reputational shocks and the information content of credit ratings

von Bedendo, Mascia
Veröffentlicht in Journal of financial stability (2018)

The correlation structure of the CDS market : an empirical investigation

von Cathcart, Lara
Veröffentlicht in The journal of fixed income (2013)

The slope of the term structure of credit spreads: an empirical investigation

von Bedendo, Mascia
Veröffentlicht in The journal of financial research (2007)

Market and model credit default swap spreads : mind the gap!

von Bedendo, Mascia
Veröffentlicht in European financial management (2011)

Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads

von Badaoui, Saad
Veröffentlicht in The European journal of finance (-2016)

Basel II : an engine without brakes

von Cathcart, Lara
Veröffentlicht in Journal of banking regulation (2017)

Can regulators allow banks to set their own capital ratios?

von Cathcart, Lara
Veröffentlicht in Journal of banking & finance (2015)

Distressed debt restructuring in the presence of credit default swaps

von Bedendo, Mascia
Veröffentlicht in Journal of money, credit and banking (2016)

Do sovergeign credit default swaps represent a clean measure of sovereign default risk? : a factor model approach

von Badaoui, Saad
Veröffentlicht in Journal of banking & finance (2013)

News sentiment and sovereign credit risk

von Cathcart, Lara
Veröffentlicht in Gotthelf, Nina, 1988 - Three essays on media content and financial markets (2017)

The differential impact of leverage on the default risk of small and large firms

von Cathcart, Lara
Veröffentlicht in The journal of corporate finance (2020)

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

von Cathcart, Lara
Veröffentlicht in Journal of financial markets (2019)