| Valuation of defaultable bonds L Cathcart, L El-Jahel The Journal of Fixed Income 8 (1), 65, 1998 | 129 | 1998 |
| The differential impact of leverage on the default risk of small and large firms L Cathcart, A Dufour, L Rossi, S Varotto Journal of Corporate Finance 60, 101541, 2020 | 108 | 2020 |
| Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach S Badaoui, L Cathcart, L El-Jahel Journal of Banking & Finance 37 (7), 2392-2407, 2013 | 104 | 2013 |
| The slope of the term structure of credit spreads: An empirical investigation M Bedendo, L Cathcart, L El‐Jahel Journal of Financial Research 30 (2), 237-257, 2007 | 64 | 2007 |
| Distressed debt restructuring in the presence of credit default swaps M Bedendo, L Cathcart, L El‐Jahel Journal of Money, Credit and Banking 48 (1), 165-201, 2016 | 52 | 2016 |
| Can regulators allow banks to set their own capital ratios? L Cathcart, L El-Jahel, R Jabbour Journal of Banking & Finance 53, 112-123, 2015 | 52 | 2015 |
| Reputational shocks and the information content of credit ratings M Bedendo, L Cathcart, L El-Jahel Journal of Financial Stability 34, 44-60, 2018 | 50 | 2018 |
| Semi-analytical pricing of defaultable bonds in a signaling jump-default model L Cathcart, L El-Jahel Journal of computational finance 6 (3), 91-108, 2003 | 43 | 2003 |
| Pricing defaultable bonds: a middle-way approach between structural and reduced-form models L Cathcart, L El-Jahel Quantitative Finance 6 (3), 243-253, 2006 | 37 | 2006 |
| Market and model credit default swap spreads: mind the gap! M Bedendo, L Cathcart, L El‐Jahel European Financial Management 17 (4), 655-678, 2011 | 25 | 2011 |
| Defaultable bonds and default correlation L Cathcart, L El-Jahel Available at SSRN 331883, 2002 | 24 | 2002 |
| News sentiment and sovereign credit risk L Cathcart, NM Gotthelf, M Uhl, Y Shi European Financial Management 26 (2), 261-287, 2020 | 22 | 2020 |
| Multiple defaults and Merton's model L Cathcart, L El-Jahel The journal of fixed income 14 (1), 60-68, 2004 | 21 | 2004 |
| Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads S Badaoui, L Cathcart, L El-Jahel The European Journal of Finance 22 (10), 825-853, 2016 | 16 | 2016 |
| The correlation structure of the CDS market: An empirical investigation L Cathcart, L El-Jahel, L Evans Unpublished manuscript, 2010 | 15 | 2010 |
| In-and out-of-court debt restructuring in the presence of credit default swaps M Bedendo, L Cathcart, L El-Jahel CAREFIN Research Paper, 2010 | 13 | 2010 |
| The credit rating crisis and the informational content of corporate credit ratings L Cathcart, L El-Jahel, L Evans Online verfügbar unter http://papers. ssrn. com/sol3/papers. cfm, 2010 | 10 | 2010 |
| The credit rating crisis and the informational content of corporate credit ratings M Bedendo, L Cathcart, L El-Jahel, L Evans Unpublished working paper. Bocconi University, Imperial College Business …, 2013 | 8 | 2013 |
| Excess comovement in credit default swap markets: Evidence from the CDX indices L Cathcart, L El-Jahel, L Evans, Y Shi Journal of Financial Markets 43, 96-120, 2019 | 7 | 2019 |
| Basel II: an engine without brakes L Cathcart, L El-Jahel, R Jabbour Journal of Banking Regulation 18, 359-374, 2017 | 7 | 2017 |
