Leandro Saita

Independent

No Address Available

SCHOLARLY PAPERS

3

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CITATIONS
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290

Scholarly Papers (3)

Multi-Period Corporate Default Prediction with Stochastic Covariates

FDIC Center For Financial Research Working Paper No. 2006-05
Number of pages: 44 Posted: 23 May 2006
Darrell Duffie, Leandro Saita and Ke Wang
Stanford University - Graduate School of Business, Independent and University of Tokyo - Faculty of Economics
Downloads 641 (30,407)
Citation 132

Abstract:

default, bankruptcy, duration analysis, doubly stochastic

Multi-Period Corporate Default Prediction with Stochastic Covariates

NBER Working Paper No. w11962
Number of pages: 46 Posted: 24 Apr 2006
Darrell Duffie, Leandro Saita and Ke Wang
Stanford University - Graduate School of Business, Independent and University of Tokyo - Faculty of Economics
Downloads 64 (281,012)
Citation 132

Abstract:

2.
Downloads 461 ( 47,452)
Citation 94

Common Failings: How Corporate Defaults are Correlated

Journal of Finance, Forthcoming
Number of pages: 36 Posted: 02 Jan 2006
Santa Clara University - Leavey School of Business, Stanford University - Graduate School of Business, University of Massachusetts Amherst - Department of Finance and Independent
Downloads 424 (52,085)
Citation 94

Abstract:

Correlated default, doubly stochastic, contagion, frailty

Common Failings: How Corporate Defaults are Correlated

NBER Working Paper No. w11961
Number of pages: 29 Posted: 23 Jan 2006
Santa Clara University - Leavey School of Business, Stanford University - Graduate School of Business, University of Massachusetts Amherst - Department of Finance and Independent
Downloads 37 (360,409)
Citation 94

Abstract:

3.

Frailty Correlated Default

Swiss Finance Institute Research Paper No. 08-44
Number of pages: 53 Posted: 23 Dec 2008
Stanford University - Graduate School of Business, Stanford University - Department of Statistics, Independent and Stanford University
Downloads 431 (49,479)
Citation 62

Abstract:

correlated default, doubly stochastic, frailty, latent factor