Publications
- Cathcart, L., El-Jahel, L., Evans, L. and Shi, Y (2019)"Excess Co-Movement in Credit Default Swap Markets: Evidence from the CDX Indices". Journal of Financial Markets, 43,pp96-120.
- Cathcart, L., Nina, G., Matthias, U. and Shi, Y (2019) "News Sentiment and Sovereign Credit Risk". European Financial Management.
Working Papers
- "Financial Liberalisation and House Prices: Evidence from China" (Job Market Paper)
- "Systemic Risk, Credit Default Swaps and Bailout Guarantees" (with Enrico Biffis and Pasquale Della Corte)
- "The Impacts of News and Investor Attention in the Credit Default Swap and Equity Markets" (with Lara Cathcart and Lina El-Jahel) Presented at 2017 CICF(Hangzhou)
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"Excess Co-Movement in Credit Default Swap Markets: Evidence from the CDX Indices" (with Lara Cathcart, Lina El-Jahel and Leo Evans) Revise & Resubmit at Journal of Financial Markets