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	12	2	2	5	83
Generalized Recovery	0	0	0	15	1	1	1	74
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	1	1	124	0	1	3	407
Safe Haven CDS Premiums	0	0	0	20	0	1	2	70
Total Working Papers	0	1	1	171	3	5	11	634

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	5	13	49	3,352
Additive Intensity Regression Models in Corporate Default Analysis	0	0	0	17	1	1	1	60
Analyzing rating transitions and rating drift with continuous observations	2	7	30	1,685	8	24	65	2,703
Confidence sets for continuous-time rating transition probabilities	0	0	1	230	0	0	5	475
Corporate bond liquidity before and after the onset of the subprime crisis	2	2	11	211	5	13	44	780
Correlation in corporate defaults: Contagion or conditional independence?	0	0	2	109	1	3	7	336
Credit Default Swaps: A Primer and Some Recent Trends	0	0	0	57	1	3	5	113
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	0	1	5	299
Decomposing swap spreads	0	1	8	201	1	5	32	608
Dynamic capital structure with callable debt and debt renegotiations	0	0	1	13	4	4	6	98
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood	0	0	1	5	2	6	13	26
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	0	1	17	4	6	8	84
Generalized recovery	0	0	1	9	0	0	3	81
Robustness of distance-to-default	1	2	2	55	6	7	12	198
Safe Haven CDS Premiums	0	0	0	4	2	2	2	37
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model	0	0	0	3	1	1	4	29
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	2	4	11	1,072
Total Journal Articles	5	12	58	2,743	43	93	272	10,388

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	1	1	8	112	4	5	22	296
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	5	0	0	1	22
Some Lessons From CDO Markets on Mathematical Models	0	0	0	0	0	0	0	0
Total Chapters	1	1	8	117	4	5	23	318

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Statistics updated 2025-12-06