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	0	0	1	73
Generalized Recovery	0	0	0	12	1	2	4	80
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	0	0	123	0	1	2	405
Safe Haven CDS Premiums	0	0	0	20	0	0	0	68
Total Working Papers	0	0	0	170	1	3	7	626

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	8	14	85	3,317
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	1	5	51	1,660	3	13	99	2,651
Confidence sets for continuous-time rating transition probabilities	0	0	0	229	1	2	6	472
Corporate bond liquidity before and after the onset of the subprime crisis	1	6	19	206	3	19	57	755
Correlation in corporate defaults: Contagion or conditional independence?	0	1	3	108	1	2	8	331
Credit Default Swaps: A Primer and Some Recent Trends	0	0	1	57	0	2	7	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	1	1	4	295
Decomposing swap spreads	1	1	4	194	4	5	13	581
Dynamic capital structure with callable debt and debt renegotiations	0	0	0	12	0	1	2	93
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood	1	1	2	5	1	3	6	16
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	1	1	17	0	1	3	77
Generalized recovery	0	0	0	8	0	0	0	78
Robustness of distance-to-default	0	0	1	53	0	1	6	187
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	2	2	5	27
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	1	2	24	1,063
Total Journal Articles	4	15	83	2,700	25	68	325	10,184

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	3	4	23	108	5	10	36	284
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	1	5	0	0	2	21
Some Lessons From CDO Markets on Mathematical Models	0	0	0	0	0	0	0	0
Total Chapters	3	4	24	113	5	10	38	305

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Statistics updated 2025-03-03