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 1 4 77
Generalized Recovery 0 0 0 12 1 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 1 9 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 7 33 96 3,423
Additive Intensity Regression Models in Corporate Default Analysis 0 1 1 18 1 2 5 64
Analyzing rating transitions and rating drift with continuous observations 4 12 37 1,709 8 25 86 2,756
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 1 4 11 484
Corporate bond liquidity before and after the onset of the subprime crisis 0 2 7 215 6 16 51 810
Correlation in corporate defaults: Contagion or conditional independence? 2 3 3 112 2 7 14 347
Credit Default Swaps: A Primer and Some Recent Trends 0 1 1 58 2 3 13 123
Cyclicality and Firm Size in Private Firm Defaults 1 1 1 8 1 3 6 43
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 1 113 1 2 12 309
Decomposing swap spreads 0 1 2 202 1 3 19 619
Dynamic capital structure with callable debt and debt renegotiations 0 0 1 13 1 9 19 112
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood 0 0 0 5 2 5 19 39
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 2 2 19 0 4 16 93
Generalized recovery 0 0 2 10 1 5 15 93
Robustness of distance-to-default 0 0 2 55 0 8 22 211
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 6 33
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 4 4 25 1,092
Total Journal Articles 7 23 61 2,782 38 135 445 10,696

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 1 6 10 120 2 15 34 321
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 2 5 11 33
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 0 1 5 5
Total Chapters 1 6 10 125 4 21 50 359

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Statistics updated 2026-06-04