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Lando, David's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,038 |
Total
Citations
228 |
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1.
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Default Risk and Diversification: Theory and Empirical Implications
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
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Posted:
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01 Jan 01
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Last Revised:
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20 Jan 05
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1,412
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71
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
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15
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71
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
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1,397
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71
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2.
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Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
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Dick-Nielsen, Jens
Copenhagen Business School - Department of Finance Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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Posted:
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10 Feb 09
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Last Revised:
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07 Jul 11
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1,121
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25
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Dick-Nielsen, Jens
Copenhagen Business School - Department of Finance Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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21 Mar 09
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Last Revised:
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07 Jul 11
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982
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Corporate bonds, Liquidity, Liquidity risk, Subprime crisis
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Dick-Nielsen, Jens
Copenhagen Business School - Department of Finance Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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139
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25
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Corporate bonds, Yield spreads, Liquidity, Subprime Crisis, TRACE
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3.
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Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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1,114
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39
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Swap spreads, corporate bond spreads, term structure of interest rates
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4.
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Correlation in Corporate Defaults: Contagion or Conditional Independence?
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Lando, David
Copenhagen Business School - Department of Finance Nielsen, Mads Stenbo
Copenhagen Business School - Department of Finance
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Posted:
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21 Mar 08
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Last Revised:
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06 Jul 11
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625
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19
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Lando, David
Copenhagen Business School - Department of Finance Nielsen, Mads Stenbo
Copenhagen Business School - Department of Finance
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25 Mar 09
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Last Revised:
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14 Dec 09
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218
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19
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Default correlation, intensity estimation, Hawkes process
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Lando, David
Copenhagen Business School - Department of Finance Nielsen, Mads Stenbo
Copenhagen Business School - Department of Finance
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155
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19
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Default correlation, intensity estimation, Hawkes
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Lando, David
Copenhagen Business School - Department of Finance Nielsen, Mads Stenbo
Copenhagen Business School - Department of Finance
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252
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19
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Default correlation, intensity estimation, Hawkes process
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5.
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Christensen, Peter O.
Aarhus University - Department of Economics and Business Lando, David
Copenhagen Business School - Department of Finance Flor, Christian Riis
University of Southern Denmark Miltersen, Kristian R.
Copenhagen Business School
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618
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17
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6.
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Lando, David
Copenhagen Business School - Department of Finance Hansen, Ernst
University of Copenhagen - Department of Applied Mathematics and Statistics
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390
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35
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7.
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Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
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Versions (2)
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Lando, David
Copenhagen Business School - Department of Finance Huge, Brian
University of Copenhagen - Department of Statistics and Operations Research
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Posted:
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29 Mar 01
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Last Revised:
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03 Jul 01
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314
(45,609)
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11
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Lando, David
Copenhagen Business School - Department of Finance Huge, Brian
University of Copenhagen - Department of Statistics and Operations Research
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314
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11
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Swaps, default risk
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Lando, David
Copenhagen Business School - Department of Finance Huge, Brian
University of Copenhagen - Department of Statistics and Operations Research
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0
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Swaps, default risk
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8.
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On the Pricing of Step-up Bonds in the European Telecom Sector
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Lando, David
Copenhagen Business School - Department of Finance Mortensen, Allan
Independent
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Posted:
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14 May 04
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Last Revised:
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01 Jun 08
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293
(49,436)
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6
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Lando, David
Copenhagen Business School - Department of Finance Mortensen, Allan
Independent
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0
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Step-up bonds, corporate bonds, telecom sector, telecoms
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Lando, David
Copenhagen Business School - Department of Finance Mortensen, Allan
Independent
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293
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6
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defaultable bonds, step-up coupons, rating-based calibration
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9.
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Kallestrup, Rene
Capital Four Management Lando, David
Copenhagen Business School - Department of Finance Murgoci, Agatha
Copenhagen Business School - Department of Finance
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17 Mar 12
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Last Revised:
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16 Apr 13
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151
(97,184)
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5
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Credit risk, banks, sovereign risk
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10.
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Lando, David
Copenhagen Business School - Department of Finance Mortensen, Allan
Independent
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Term structure of credit spreads, slope, credit default swaps, types of recovery
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11.
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Fledelius, Peter
Royal&SunAlliance Lando, David
Copenhagen Business School - Department of Finance Nielsen, Jens Perch
City University London - Cass Business School
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Credit ratings, transition probabilities, non-Markov effects, non-parametric analysis
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12.
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Lando, David
Copenhagen Business School - Department of Finance
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13.
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A Markov Model for the Term Structure of Credit Risk Spreads
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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Posted:
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22 Sep 95
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Last Revised:
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30 Jan 98
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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