Distressed Debt Restructuring in the Presence of Credit Default Swaps
BEDENDO, MASCIA, CATHCART, LARA, EL-JAHEL, LINA
Published in Journal of money, credit and banking (01.02.2016)
Published in Journal of money, credit and banking (01.02.2016)
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Journal Article
Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach
Badaoui, Saad, Cathcart, Lara, El-Jahel, Lina
Published in Journal of banking & finance (01.07.2013)
Published in Journal of banking & finance (01.07.2013)
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Journal Article
Can regulators allow banks to set their own capital ratios?
Cathcart, Lara, El-Jahel, Lina, Jabbour, Ravel
Published in Journal of banking & finance (01.04.2015)
Published in Journal of banking & finance (01.04.2015)
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Journal Article
THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION
Bedendo, Mascia, Cathcart, Lara, El-Jahel, Lina
Published in The Journal of financial research (01.06.2007)
Published in The Journal of financial research (01.06.2007)
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Journal Article
Reputational shocks and the information content of credit ratings
Bedendo, Mascia, Cathcart, Lara, El-Jahel, Lina
Published in Journal of financial stability (01.02.2018)
Published in Journal of financial stability (01.02.2018)
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Journal Article
Excess comovement in credit default swap markets: Evidence from the CDX indices
Cathcart, Lara, El-Jahel, Lina, Evans, Leo, Shi, Yining
Published in Journal of financial markets (Amsterdam, Netherlands) (01.03.2019)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.03.2019)
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Journal Article
The Correlation Structure of the CDS Market: An Empirical Investigation
Cathcart, Lara, El-Jahel, Lina, Evans, Leonard
Published in The Journal of fixed income (01.04.2013)
Published in The Journal of fixed income (01.04.2013)
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Journal Article
Basel II: an engine without brakes
Cathcart, Lara, El-Jahel, Lina, Jabbour, Ravel
Published in Journal of banking regulation (01.11.2017)
Published in Journal of banking regulation (01.11.2017)
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Journal Article
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad, Cathcart, Lara, El-Jahel, Lina
Published in The European journal of finance (08.08.2016)
Published in The European journal of finance (08.08.2016)
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Journal Article
Value at Risk For Derivatives
El-Jahel, Lina, Perraudin, William, Sellin, Peter
Published in The Journal of derivatives (01.04.1999)
Published in The Journal of derivatives (01.04.1999)
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Journal Article
Market and Model Credit Default Swap Spreads: Mind the Gap: Market and Model Credit Default Swap Spreads
Bedendo, Mascia, Cathcart, Lara, El-Jahel, Lina
Published in European financial management : the journal of the European Financial Management Association (01.09.2011)
Published in European financial management : the journal of the European Financial Management Association (01.09.2011)
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Journal Article
How does Monetary Policy affect welfare?
El-Jahel, Lina, MacCulloch, Robert, Shafiee, Hamed
Published in IDEAS Working Paper Series from RePEc (01.01.2020)
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Published in IDEAS Working Paper Series from RePEc (01.01.2020)
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