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 12 0 3 6 86
Generalized Recovery 0 0 0 15 0 2 3 76
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 1 2 125 0 5 7 412
Safe Haven CDS Premiums 0 1 1 21 0 4 6 74
Total Working Papers 0 2 3 173 0 14 22 648

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 38 73 3,390
Additive Intensity Regression Models in Corporate Default Analysis 0 0 0 17 0 2 3 62
Analyzing rating transitions and rating drift with continuous observations 6 12 37 1,697 11 28 80 2,731
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 1 5 8 480
Corporate bond liquidity before and after the onset of the subprime crisis 1 2 7 213 5 14 39 794
Correlation in corporate defaults: Contagion or conditional independence? 0 0 1 109 1 4 9 340
Credit Default Swaps: A Primer and Some Recent Trends 0 0 0 57 2 7 10 120
Cyclicality and Firm Size in Private Firm Defaults 0 0 0 7 0 3 3 40
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 1 1 113 0 8 12 307
Decomposing swap spreads 0 0 7 201 4 8 35 616
Dynamic capital structure with callable debt and debt renegotiations 0 0 1 13 0 5 10 103
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood 0 0 0 5 0 8 18 34
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 0 0 17 2 5 12 89
Generalized recovery 0 1 2 10 2 7 10 88
Robustness of distance-to-default 0 0 2 55 2 5 16 203
Safe Haven CDS Premiums 0 0 0 4 2 7 9 44
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 3 0 3 5 32
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 2 16 25 1,088
Total Journal Articles 7 16 59 2,759 41 173 377 10,561

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 0 2 6 114 2 10 22 306
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 1 6 7 28
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 1 4 4 4
Total Chapters 0 2 6 119 4 20 33 338

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Statistics updated 2026-03-04