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 0 1 5 78
Generalized Recovery 0 1 1 13 1 4 13 94
On the Pricing of Step-Up Bonds in the European Telecom Sector 0 0 1 125 0 1 8 415
Safe Haven CDS Premiums 0 0 1 21 0 1 8 77
Total Working Papers 0 1 3 174 1 7 34 664

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 9 22 113 3,454
Additive Intensity Regression Models in Corporate Default Analysis 0 0 1 18 2 3 8 67
Analyzing rating transitions and rating drift with continuous observations 5 11 40 1,721 9 25 96 2,783
Confidence sets for continuous-time rating transition probabilities 0 0 0 230 1 2 11 486
Corporate bond liquidity before and after the onset of the subprime crisis 0 0 6 215 5 16 56 828
Correlation in corporate defaults: Contagion or conditional independence? 0 0 4 113 0 0 14 348
Credit Default Swaps: A Primer and Some Recent Trends 0 0 1 58 2 5 18 129
Cyclicality and Firm Size in Private Firm Defaults 0 0 1 8 0 0 6 43
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 1 2 114 3 4 15 313
Decomposing swap spreads 0 1 5 205 4 7 24 628
Dynamic capital structure with callable debt and debt renegotiations 0 0 0 13 0 0 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 0 3 18 96
Generalized recovery 0 0 1 10 0 2 14 95
Robustness of distance-to-default 0 1 3 56 0 1 22 213
Safe Haven CDS Premiums 0 0 0 4 1 1 11 46
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 0 8 37 1,105
Total Journal Articles 5 14 66 2,800 36 99 506 10,819

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 3 12 123 3 8 40 331
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 0 3 14 36
Some Lessons From CDO Markets on Mathematical Models 0 0 0 0 1 1 6 6
Total Chapters 1 3 12 128 4 12 60 373

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Statistics updated 2026-10-11