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	0	0	4	80
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	0	0	0	68
Total Working Papers	0	0	0	170	0	0	7	627

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	6	15	76	3,336
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	2	8	35	1,677	4	12	69	2,678
Confidence sets for continuous-time rating transition probabilities	1	1	1	230	1	1	5	474
Corporate bond liquidity before and after the onset of the subprime crisis	0	1	15	209	0	6	41	763
Correlation in corporate defaults: Contagion or conditional independence?	0	0	2	109	0	0	5	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	0	2	4	297
Decomposing swap spreads	0	6	8	200	0	20	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	2	8	20
Financial sector linkages and the dynamics of bank and sovereign credit spreads	0	0	1	17	0	0	3	77
Generalized recovery	0	1	1	9	2	3	3	81
Robustness of distance-to-default	0	0	1	53	1	3	6	190
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	4	12	1,068
Total Journal Articles	3	18	67	2,730	14	70	272	10,283

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	0	2	19	110	0	6	34	290
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS	0	0	0	5	0	1	2	22
Some Lessons From CDO Markets on Mathematical Models	0	0	0	0	0	0	0	0
Total Chapters	0	2	19	115	0	7	36	312

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05