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 1 11 0 1 11 61
Generalized Recovery 0 0 0 15 0 0 11 61
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 1 120 0 1 5 395
Safe Haven CDS Premiums 0 0 2 19 0 0 12 53
Total Working Papers 0 0 4 165 0 2 39 570


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 24 76 2,973
Additive Intensity Regression Models in Corporate Default Analysis 0 0 1 17 0 0 4 53
Analyzing rating transitions and rating drift with continuous observations 3 7 33 1,469 6 15 70 2,277
Confidence sets for continuous-time rating transition probabilities 1 1 10 214 1 4 24 429
Corporate bond liquidity before and after the onset of the subprime crisis 1 5 18 117 2 12 82 494
Correlation in corporate defaults: Contagion or conditional independence? 0 4 8 89 1 6 22 279
Cyclicality and Firm Size in Private Firm Defaults 0 0 0 3 0 1 6 24
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 1 3 106 0 3 15 273
Decomposing swap spreads 1 2 13 151 1 4 32 472
Dynamic capital structure with callable debt and debt renegotiations 0 0 1 11 0 9 18 75
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 0 2 12 0 0 14 56
Generalized recovery 1 1 4 6 1 2 25 41
Robustness of distance-to-default 0 0 4 31 1 5 25 119
Safe Haven CDS Premiums 0 0 0 2 0 0 2 14
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 0 0 0 2 14
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 3 7 33 990
Total Journal Articles 7 21 97 2,236 23 92 450 8,583


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 1 8 44 6 11 49 165
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 3 0 0 6 16
Total Chapters 1 1 8 47 6 11 55 181


Statistics updated 2020-11-03