| Valuation of defaultable bonds L Cathcart, L El-Jahel The Journal of Fixed Income 8 (1), 65, 1998 | 128 | 1998 |
| 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 | 119 | 2013 |
| Value at risk for derivatives L El-Jahel, W Perraudin, P Sellin Sveriges riksbank, 1999 | 73 | 1999 |
| 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 |
| Reputational shocks and the information content of credit ratings M Bedendo, L Cathcart, L El-Jahel Journal of financial stability 34, 44-60, 2018 | 57 | 2018 |
| 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 | 55 | 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 | 51 | 2015 |
| 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 | 45 | 2006 |
| 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 | 42 | 2003 |
| 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 | 23 | 2011 |
| Multiple defaults and Merton's model L Cathcart, L El-Jahel Journal of Fixed Income 14, 60-68, 2004 | 22 | 2004 |
| Defaultable bonds and default correlation L Cathcart, L El-Jahel Available at SSRN 331883, 2002 | 22 | 2002 |
| 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 | 21 | 2016 |
| Interest Rate Distributions, Yield Curve Modelling and Monetary L El-Jahel, H Lindberg Mathematics of Derivative Securities 15, 423, 1997 | 21 | 1997 |
| The correlation structure of the CDS market: An empirical investigation L Cathcart, L El-Jahel, L Evans Unpublished manuscript, 2010 | 18 | 2010 |
| How Does Monetary Policy Affect Welfare? Some New Estimates Using Data on Life Evaluation and Emotional Well‐Being L El‐Jahel, R MacCulloch, H Shafiee Journal of Money, Credit and Banking 55 (8), 2001-2025, 2023 | 14 | 2023 |
| 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 |
| Yield curves with jump short rates L El-Jahel, H Lindberg, W Perraudin Sveriges Riksbank, 1996 | 11 | 1996 |
| 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 |
| 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 | 8 | 2019 |
