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 1 1 5 78
Generalized Recovery 1 1 1 13 2 3 12 93
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 2 125 1 1 9 415
Safe Haven CDS Premiums 0 0 1 21 1 1 8 77
Total Working Papers 1 1 4 174 5 6 34 663

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 3 22 106 3,445
Additive Intensity Regression Models in Corporate Default Analysis 0 0 1 18 0 1 6 65
Analyzing rating transitions and rating drift with continuous observations 3 7 38 1,716 10 18 95 2,774
Confidence sets for continuous-time rating transition probabilities 0 0 0 230 1 1 10 485
Corporate bond liquidity before and after the onset of the subprime crisis 0 0 6 215 3 13 56 823
Correlation in corporate defaults: Contagion or conditional independence? 0 1 4 113 0 1 15 348
Credit Default Swaps: A Primer and Some Recent Trends 0 0 1 58 2 4 17 127
Cyclicality and Firm Size in Private Firm Defaults 0 0 1 8 0 0 6 43
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 1 1 2 114 1 1 12 310
Decomposing swap spreads 1 3 5 205 2 5 21 624
Dynamic capital structure with callable debt and debt renegotiations 0 0 0 13 0 1 19 113
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood 0 0 0 5 0 0 19 39
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 0 2 19 1 3 18 96
Generalized recovery 0 0 1 10 1 2 14 95
Robustness of distance-to-default 0 1 3 56 0 2 22 213
Safe Haven CDS Premiums 0 0 0 4 0 0 10 45
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 3 0 0 5 33
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 4 13 37 1,105
Total Journal Articles 5 13 64 2,795 28 87 488 10,783

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 1 2 11 122 3 7 37 328
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 2 3 14 36
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 0 0 5 5
Total Chapters 1 2 11 127 5 10 56 369

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Statistics updated 2026-09-10