Get all taxonomy terms (categories or tags) associated with the given object (or objects if array is given):
$tax_args = array(
'orderby' => 'name',
'order' => 'ASC',
'fields' => 'all'
);
$categories = wp_get_object_terms($post->ID, 'catalog_category', $tax_args );
if ($categories) {
foreach ($categories as $category) {
echo ' <a href="'.get_term_link($category->slug, 'catalog_category').'">'.$category->name.'</a>';
}
}