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	0	11	0	0	2	74
Generalized Recovery	0	0	0	15	1	1	2	69
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	0	1	122	0	0	1	399
Safe Haven CDS Premiums	0	0	0	19	2	2	3	62
Total Working Papers	0	0	1	167	3	3	8	604

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	6	12	63	3,107
Additive Intensity Regression Models in Corporate Default Analysis	0	0	0	17	0	1	5	59
Analyzing rating transitions and rating drift with continuous observations	6	10	31	1,533	8	16	55	2,418
Confidence sets for continuous-time rating transition probabilities	1	1	5	222	1	1	8	454
Corporate bond liquidity before and after the onset of the subprime crisis	0	2	19	155	4	9	54	616
Correlation in corporate defaults: Contagion or conditional independence?	0	0	4	102	0	1	10	311
Credit Default Swaps: A Primer and Some Recent Trends	3	9	26	39	3	11	48	73
Cyclicality and Firm Size in Private Firm Defaults	0	2	3	6	0	2	4	29
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	1	109	2	2	6	284
Decomposing swap spreads	1	3	12	181	1	8	29	541
Dynamic capital structure with callable debt and debt renegotiations	0	0	0	11	0	1	4	88
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	1	1	15	0	1	3	68
Generalized recovery	0	0	1	8	0	2	9	72
Robustness of distance-to-default	1	1	8	44	1	3	19	153
Safe Haven CDS Premiums	0	0	1	4	2	2	4	32
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model	0	0	1	2	0	0	2	19
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	1	1	10	1,015
Total Journal Articles	12	29	113	2,456	29	73	333	9,339

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	3	3	15	67	4	7	27	214
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	3	0	0	0	17
Some Lessons From CDO Markets on Mathematical Models	0	0	0	0	0	0	0	0
Total Chapters	3	3	15	70	4	7	27	231

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Statistics updated 2022-11-05