Access Statistics for David Lando

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Generalized Recovery 0 0 0 15 0 0 4 77
Generalized Recovery 0 0 0 12 0 4 10 90
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 2 125 0 2 8 414
Safe Haven CDS Premiums 0 0 1 21 0 2 8 76
Total Working Papers 0 0 3 173 0 8 30 657

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov Model for the Term Structure of Credit Risk Spreads 0 0 0 6 9 32 102 3,432
Additive Intensity Regression Models in Corporate Default Analysis 0 0 1 18 0 1 5 64
Analyzing rating transitions and rating drift with continuous observations 1 8 35 1,710 2 19 84 2,758
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 0 2 11 484
Corporate bond liquidity before and after the onset of the subprime crisis 0 2 6 215 2 14 49 812
Correlation in corporate defaults: Contagion or conditional independence? 1 4 4 113 1 5 15 348
Credit Default Swaps: A Primer and Some Recent Trends 0 1 1 58 1 4 14 124
Cyclicality and Firm Size in Private Firm Defaults 0 1 1 8 0 3 6 43
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 1 113 0 2 12 309
Decomposing swap spreads 2 2 4 204 2 4 18 621
Dynamic capital structure with callable debt and debt renegotiations 0 0 0 13 1 6 19 113
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood 0 0 0 5 0 3 19 39
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 1 2 19 0 3 16 93
Generalized recovery 0 0 1 10 0 4 14 93
Robustness of distance-to-default 0 0 2 55 1 8 23 212
Safe Haven CDS Premiums 0 0 0 4 0 1 10 45
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 3 0 1 5 33
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 5 9 29 1,097
Total Journal Articles 4 19 59 2,786 24 121 451 10,720

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov Model for the Term Structure of Credit Risk Spreads 0 4 10 120 2 10 33 323
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 0 5 11 33
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 0 1 5 5
Total Chapters 0 4 10 125 2 16 49 361

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Statistics updated 2026-07-10