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 3 15 3 7 22 57
Generalized Recovery 0 0 1 10 2 4 14 54
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 5 119 0 1 10 391
Safe Haven CDS Premiums 1 1 5 18 3 5 16 46
Total Working Papers 1 1 14 162 8 17 62 548


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 8 18 101 2,915
Additive Intensity Regression Models in Corporate Default Analysis 0 0 0 16 0 1 3 50
Analyzing rating transitions and rating drift with continuous observations 2 11 44 1,447 9 31 98 2,238
Confidence sets for continuous-time rating transition probabilities 0 3 14 207 2 10 31 415
Corporate bond liquidity before and after the onset of the subprime crisis 1 4 29 103 9 26 86 438
Correlation in corporate defaults: Contagion or conditional independence? 0 1 10 82 4 12 32 269
Cyclicality and Firm Size in Private Firm Defaults 0 0 0 3 0 1 4 19
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 1 4 104 1 4 12 262
Decomposing swap spreads 0 3 8 141 3 10 23 450
Dynamic capital structure with callable debt and debt renegotiations 0 1 1 11 2 6 13 63
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 1 5 11 2 5 18 47
Generalized recovery 0 1 3 3 5 11 27 27
Robustness of distance-to-default 1 2 2 29 5 10 27 104
Safe Haven CDS Premiums 0 0 2 2 0 0 10 12
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 0 1 2 3 14
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 3 10 29 967
Total Journal Articles 4 28 122 2,167 54 157 517 8,290


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 2 4 21 40 4 12 75 128
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 3 0 2 2 12
Total Chapters 2 4 21 43 4 14 77 140


Statistics updated 2020-02-04