Access Statistics for David Lando

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Generalized Recovery	0	0	3	15	3	7	22	57
Generalized Recovery	0	0	1	10	2	4	14	54
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	0	5	119	0	1	10	391
Safe Haven CDS Premiums	1	1	5	18	3	5	16	46
Total Working Papers	1	1	14	162	8	17	62	548

Journal Article	File Downloads				Abstract Views
Journal Article	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	8	18	101	2,915
Additive Intensity Regression Models in Corporate Default Analysis	0	0	0	16	0	1	3	50
Analyzing rating transitions and rating drift with continuous observations	2	11	44	1,447	9	31	98	2,238
Confidence sets for continuous-time rating transition probabilities	0	3	14	207	2	10	31	415
Corporate bond liquidity before and after the onset of the subprime crisis	1	4	29	103	9	26	86	438
Correlation in corporate defaults: Contagion or conditional independence?	0	1	10	82	4	12	32	269
Cyclicality and Firm Size in Private Firm Defaults	0	0	0	3	0	1	4	19
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	1	4	104	1	4	12	262
Decomposing swap spreads	0	3	8	141	3	10	23	450
Dynamic capital structure with callable debt and debt renegotiations	0	1	1	11	2	6	13	63
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	1	5	11	2	5	18	47
Generalized recovery	0	1	3	3	5	11	27	27
Robustness of distance-to-default	1	2	2	29	5	10	27	104
Safe Haven CDS Premiums	0	0	2	2	0	0	10	12
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model	0	0	0	0	1	2	3	14
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	3	10	29	967
Total Journal Articles	4	28	122	2,167	54	157	517	8,290

Chapter	File Downloads				Abstract Views
Chapter	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	2	4	21	40	4	12	75	128
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	3	0	2	2	12
Total Chapters	2	4	21	43	4	14	77	140

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-02-04