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 3 3 9 89
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 2 125 2 2 8 414
Safe Haven CDS Premiums 0 0 1 21 2 2 8 76
Total Working Papers 0 0 3 173 7 8 29 656

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 16 33 95 3,416
Additive Intensity Regression Models in Corporate Default Analysis 0 1 1 18 0 1 4 63
Analyzing rating transitions and rating drift with continuous observations 3 14 36 1,705 9 28 82 2,748
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 1 4 10 483
Corporate bond liquidity before and after the onset of the subprime crisis 2 3 7 215 6 15 47 804
Correlation in corporate defaults: Contagion or conditional independence? 1 1 1 110 2 6 12 345
Credit Default Swaps: A Primer and Some Recent Trends 1 1 1 58 1 3 11 121
Cyclicality and Firm Size in Private Firm Defaults 0 0 0 7 2 2 5 42
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 1 113 1 1 13 308
Decomposing swap spreads 0 1 8 202 1 6 35 618
Dynamic capital structure with callable debt and debt renegotiations 0 0 1 13 4 8 18 111
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood 0 0 0 5 1 3 19 37
Financial sector linkages and the dynamics of bank and sovereign credit spreads 1 2 2 19 3 6 16 93
Generalized recovery 0 0 2 10 3 6 14 92
Robustness of distance-to-default 0 0 2 55 7 10 24 211
Safe Haven CDS Premiums 0 0 0 4 1 3 10 45
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 3 1 1 6 33
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 0 2 24 1,088
Total Journal Articles 8 23 63 2,775 59 138 445 10,658

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 3 5 11 119 6 15 35 319
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 3 4 10 31
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 1 2 5 5
Total Chapters 3 5 11 124 10 21 50 355

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Statistics updated 2026-05-06