Home/Author

David Lando

28 works· latest 2019· 2 institutionscluster: provisionalORCID 0000-0003-1118-7096

h-index27

i1028

Citations8,311

Works here28

Most cited in this library

A Markov Model for the Term Structure of Credit Risk Spreads1997 · 1,476 citations
Term Structures of Credit Spreads with Incomplete Accounting Information2001 · 1,321 citations
On cox processes and credit risky securities1998 · 1,213 citations
Corporate bond liquidity before and after the onset of the subprime crisis2011 · 787 citations
Credit Risk Modeling2004 · 530 citations

Works

28 shown

Term Structures of Credit Spreads with Incomplete Accounting Information

WORLD SCIENTIFIC eBooks·2019·2 authors·chapter

46citations

Safe Haven CDS Premiums

Review of Financial Studies·2018·2 authors·Open access

55citations

Financial sector linkages and the dynamics of bank and sovereign credit spreads

Journal of Empirical Finance·2016·3 authors·Open access

83citations

Generalized Recovery

Journal of Financial Economics·2015·3 authors·Open access

80citations

Dynamic capital structure with callable debt and debt renegotiations

Journal of Corporate Finance·2013·3 authors·Open access

53citations

Robustness of Distance-to-Default

Journal of Banking & Finance·2013·2 authors·

Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads

SSRN Electronic Journal·2012·3 authors·preprint·Open access

51citations

Corporate bond liquidity before and after the onset of the subprime crisis

Journal of Financial Economics·2011·3 authors·Open access

787citations

Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis

SSRN Electronic Journal·2011·3 authors·preprint·Open access

278citations

Correlation in corporate defaults: Contagion or conditional independence?

Journal of Financial Intermediation·2010·2 authors

131citations

Correlation in Corporate Defaults: Contagion or Conditional Independence?

SSRN Electronic Journal·2009·2 authors·preprint·Open access

49citations

A Markov Model for the Term Structure of Credit Risk Spreads

WORLD SCIENTIFIC eBooks·2008·3 authors·chapter

193citations

DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS

WORLD SCIENTIFIC eBooks·2008·3 authors·chapter

128citations

Decomposing swap spreads

Journal of Financial Economics·2008·2 authors·Open access

277citations

DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS

Mathematical Finance·2005·3 authors

201citations

Credit Risk Modeling

Springer eBooks·2004·1 author·chapter

530citations

Confidence sets for continuous-time rating transition probabilities

Journal of Banking & Finance·2004·2 authors·Open access

136citations

Credit Risk Modeling: Theory and Applications

Project Muse (Johns Hopkins University)·2004·1 author

375citations

On the Pricing of Step-Up Bonds in the European Telecom Sector

SSRN Electronic Journal·2004·2 authors·preprint·Open access

34citations

Analyzing rating transitions and rating drift with continuous observations

Journal of Banking & Finance·2002·2 authors

439citations

Dynamic Capital Structure with Callable Debt and Debt Renegotiations

SSRN Electronic Journal·2002·3 authors·preprint·Open access

33citations

Default Risk and Diversification: Theory and Empirical Implications

SSRN Electronic Journal·2001·3 authors·preprint·Open access

64citations

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

European Finance Review·1999·2 authors·Open access

81citations

On Cox Processes And Credit Risky Bonds

SSRN Electronic Journal·1999·1 author·preprint·Open access

27citations

On cox processes and credit risky securities

Review of Derivatives Research·1998·1 author

1,213citations

A Markov Model for the Term Structure of Credit Risk Spreads

Review of Financial Studies·1997·3 authors

1,476citations