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	1	1	5	81
Generalized Recovery	0	0	0	15	0	0	0	73
On the Pricing of Step-Up Bonds in the European Telecom Sector	0	0	0	123	0	0	3	406
Safe Haven CDS Premiums	0	0	0	20	1	1	1	69
Total Working Papers	0	0	0	170	2	2	9	629

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	3	12	71	3,339
Additive Intensity Regression Models in Corporate Default Analysis	0	0	0	17	0	0	0	59
Analyzing rating transitions and rating drift with continuous observations	1	6	36	1,678	1	9	68	2,679
Confidence sets for continuous-time rating transition probabilities	0	1	1	230	1	2	6	475
Corporate bond liquidity before and after the onset of the subprime crisis	0	1	12	209	4	8	39	767
Correlation in corporate defaults: Contagion or conditional independence?	0	0	2	109	0	0	4	333
Credit Default Swaps: A Primer and Some Recent Trends	0	0	0	57	0	0	4	110
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	1	1	5	298
Decomposing swap spreads	0	0	8	200	0	3	30	603
Dynamic capital structure with callable debt and debt renegotiations	0	1	1	13	0	1	3	94
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood	0	0	2	5	0	0	8	20
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	0	1	17	1	1	4	78
Generalized recovery	0	1	1	9	0	3	3	81
Robustness of distance-to-default	0	0	1	53	1	2	7	191
Safe Haven CDS Premiums	0	0	0	4	0	0	0	35
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model	0	0	0	3	0	1	3	28
Term Structures of Credit Spreads with Incomplete Accounting Information	0	0	0	2	0	1	12	1,068
Total Journal Articles	1	10	65	2,731	12	44	267	10,295

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	16	111	1	4	30	291
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	16	116	1	4	31	313

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Statistics updated 2025-09-05