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 11 0 0 2 74
Generalized Recovery 0 0 0 15 1 1 2 69
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 1 122 0 0 1 399
Safe Haven CDS Premiums 0 0 0 19 2 2 3 62
Total Working Papers 0 0 1 167 3 3 8 604


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 6 12 63 3,107
Additive Intensity Regression Models in Corporate Default Analysis 0 0 0 17 0 1 5 59
Analyzing rating transitions and rating drift with continuous observations 6 10 31 1,533 8 16 55 2,418
Confidence sets for continuous-time rating transition probabilities 1 1 5 222 1 1 8 454
Corporate bond liquidity before and after the onset of the subprime crisis 0 2 19 155 4 9 54 616
Correlation in corporate defaults: Contagion or conditional independence? 0 0 4 102 0 1 10 311
Credit Default Swaps: A Primer and Some Recent Trends 3 9 26 39 3 11 48 73
Cyclicality and Firm Size in Private Firm Defaults 0 2 3 6 0 2 4 29
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 1 109 2 2 6 284
Decomposing swap spreads 1 3 12 181 1 8 29 541
Dynamic capital structure with callable debt and debt renegotiations 0 0 0 11 0 1 4 88
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 1 1 15 0 1 3 68
Generalized recovery 0 0 1 8 0 2 9 72
Robustness of distance-to-default 1 1 8 44 1 3 19 153
Safe Haven CDS Premiums 0 0 1 4 2 2 4 32
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 1 2 0 0 2 19
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 1 1 10 1,015
Total Journal Articles 12 29 113 2,456 29 73 333 9,339


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 3 15 67 4 7 27 214
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 3 0 0 0 17
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 0 0 0 0
Total Chapters 3 3 15 70 4 7 27 231


Statistics updated 2022-11-05