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

Cathcart, Lara; Jahel, Lina el; Evans, Leo; Shi, Yining - In: Journal of financial markets 43 (2019), pp. 96-120

Persistent link: https://www.econbiz.de/10012316303

News sentiment and sovereign credit risk

Cathcart, Lara; Gotthelf, Nina M.; Uhl, Matthias; Shi, … - In: European Financial Management 26 (2019) 2, pp. 261-287

Persistent link: https://www.econbiz.de/10012089892

News Sentiment and Sovereign Credit Risk

Cathcart, Lara - 2019

We explore the impact of media content on sovereign credit risk. Our measure of media tone is extracted from the Thomson Reuters News Analytics database. As a proxy for sovereign credit risk we consider Credit Default Swap (CDS) spreads, which are decomposed into their risk premium and default...

Persistent link: https://www.econbiz.de/10012903251

News sentiment and sovereign credit risk

Cathcart, Lara; Gotthelf, Nina; Uhl, Matthias; Shi, Yining - In: Three essays on media content and financial markets, (pp. 52-120). 2017

Persistent link: https://www.econbiz.de/10011889872

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

Cathcart, Lara; Jahel, Lina el - In: The journal of computational finance 6 (2003) 3, pp. 91-108

Persistent link: https://www.econbiz.de/10001753397

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

Bedendo, Mascia; Cathcart, Lara; El-Jahel, Lina - In: The journal of financial research 30 (2007) 2, pp. 237-257

Persistent link: https://www.econbiz.de/10003484310

Can regulators allow banks to set their own capital ratios?

Cathcart, Lara; Jahel, Lina el; Jabbour, Ravel - In: Journal of banking & finance 53 (2015), pp. 112-123

Persistent link: https://www.econbiz.de/10011377706

The correlation structure of the CDS market : an empirical investigation

Cathcart, Lara; Jahel, Lina el; Evans, Leonard - In: The journal of fixed income 22 (2013) 4, pp. 53-74

Persistent link: https://www.econbiz.de/10009745223

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

Badaoui, Saad; Cathcart, Lara; Jahel, Lina el - In: Journal of banking & finance 37 (2013) 7, pp. 2392-2407

Persistent link: https://www.econbiz.de/10009760637

Distressed debt restructuring in the presence of credit default swaps

Bedendo, Mascia; Cathcart, Lara; Jahel, Lina el - In: Journal of money, credit and banking : JMCB 48 (2016) 1, pp. 165-201

Persistent link: https://www.econbiz.de/10011516515