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 2 10 1 2 10 44
Generalized Recovery 0 0 4 14 0 4 18 46
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 5 118 1 1 7 387
Safe Haven CDS Premiums 1 3 3 16 1 3 11 38
Total Working Papers 1 3 14 158 3 10 46 515


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 25 113 2,889
Additive Intensity Regression Models in Corporate Default Analysis 0 0 0 16 2 2 3 49
Analyzing rating transitions and rating drift with continuous observations 9 21 29 1,425 17 41 65 2,189
Confidence sets for continuous-time rating transition probabilities 1 4 14 203 2 5 23 398
Corporate bond liquidity before and after the onset of the subprime crisis 1 6 26 93 8 17 72 397
Correlation in corporate defaults: Contagion or conditional independence? 0 1 9 79 0 3 26 253
Cyclicality and Firm Size in Private Firm Defaults 0 0 3 3 0 0 5 16
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 1 1 6 102 1 1 8 253
Decomposing swap spreads 1 2 7 136 2 3 16 436
Dynamic capital structure with callable debt and debt renegotiations 0 0 0 10 0 0 5 53
Financial sector linkages and the dynamics of bank and sovereign credit spreads 0 1 6 10 2 4 21 41
Robustness of distance-to-default 0 0 1 27 0 3 11 86
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model 0 0 0 0 0 0 1 12
Term Structures of Credit Spreads with Incomplete Accounting Information 0 0 0 2 0 5 13 946
Total Journal Articles 13 36 101 2,112 37 109 382 8,018


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 4 17 34 1 30 66 111
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 3 0 0 2 10
Total Chapters 1 4 17 37 1 30 68 121


Statistics updated 2019-09-09