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	12	0	0	4	80
Generalized Recovery	0	0	0	15	0	0	0	73
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	0	0	123	0	0	3	406
Safe Haven CDS Premiums	0	0	0	20	0	0	0	68
Total Working Papers	0	0	0	170	0	0	7	627

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	3	12	75	3,330
Additive Intensity Regression Models in Corporate Default Analysis	0	0	0	17	0	0	0	59
Analyzing rating transitions and rating drift with continuous observations	3	10	38	1,675	4	15	73	2,674
Confidence sets for continuous-time rating transition probabilities	0	0	0	229	0	0	4	473
Corporate bond liquidity before and after the onset of the subprime crisis	1	2	16	209	4	7	45	763
Correlation in corporate defaults: Contagion or conditional independence?	0	1	3	109	0	1	6	333
Credit Default Swaps: A Primer and Some Recent Trends	0	0	1	57	0	0	5	110
Cyclicality and Firm Size in Private Firm Defaults	0	0	0	7	0	0	0	37
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	112	0	2	4	297
Decomposing swap spreads	0	6	9	200	3	21	31	603
Dynamic capital structure with callable debt and debt renegotiations	1	1	1	13	1	1	3	94
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood	0	0	2	5	0	2	8	20
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	0	1	17	0	0	3	77
Generalized recovery	1	1	1	9	1	1	1	79
Robustness of distance-to-default	0	0	1	53	0	2	5	189
Safe Haven CDS Premiums	0	0	0	4	0	0	0	35
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model	0	0	1	3	1	1	5	28
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	1	4	14	1,068
Total Journal Articles	6	21	74	2,727	18	69	282	10,269

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	0	2	21	110	3	6	36	290
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	5	0	1	2	22
Some Lessons From CDO Markets on Mathematical Models	0	0	0	0	0	0	0	0
Total Chapters	0	2	21	115	3	7	38	312

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Statistics updated 2025-07-04