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	15	1	3	3	76
Generalized Recovery	0	0	0	12	3	5	7	86
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	1	2	125	4	5	7	412
Safe Haven CDS Premiums	0	1	1	21	3	4	6	74
Total Working Papers	0	2	3	173	11	17	23	648

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	9	36	74	3,383
Additive Intensity Regression Models in Corporate Default Analysis	0	0	0	17	2	3	3	62
Analyzing rating transitions and rating drift with continuous observations	2	8	32	1,691	10	25	72	2,720
Confidence sets for continuous-time rating transition probabilities	0	0	1	230	3	4	8	479
Corporate bond liquidity before and after the onset of the subprime crisis	0	3	7	212	6	14	37	789
Correlation in corporate defaults: Contagion or conditional independence?	0	0	1	109	2	4	9	339
Credit Default Swaps: A Primer and Some Recent Trends	0	0	0	57	4	6	8	118
Cyclicality and Firm Size in Private Firm Defaults	0	0	0	7	3	3	3	40
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	1	1	1	113	6	8	13	307
Decomposing swap spreads	0	0	8	201	2	5	35	612
Dynamic capital structure with callable debt and debt renegotiations	0	0	1	13	3	9	10	103
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood	0	0	1	5	3	10	19	34
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	0	0	17	3	7	10	87
Generalized recovery	1	1	2	10	4	5	8	86
Robustness of distance-to-default	0	1	2	55	2	9	14	201
Safe Haven CDS Premiums	0	0	0	4	4	7	7	42
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model	0	0	0	3	2	4	7	32
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	9	16	24	1,086
Total Journal Articles	4	14	56	2,752	77	175	361	10,520

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	1	3	9	114	4	12	25	304
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	5	2	5	6	27
Some Lessons From CDO Markets on Mathematical Models	0	0	0	0	3	3	3	3
Total Chapters	1	3	9	119	9	20	34	334

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Statistics updated 2026-02-12