Mads Stenbo Nielsen

Copenhagen Business School - Department of Finance

Ph.D. student

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

3

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13

CROSSREF CITATIONS

37

Scholarly Papers (3)

Correlation in Corporate Defaults: Contagion or Conditional Independence?

Number of pages: 32 Posted: 21 Mar 2008
David Lando and Mads Stenbo Nielsen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 276 (109,667)
Citation 8

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Default correlation, intensity estimation, Hawkes process

Correlation in Corporate Defaults: Contagion or Conditional Independence?

AFA 2010 Atlanta Meetings Paper
Number of pages: 41 Posted: 25 Mar 2009 Last Revised: 14 Dec 2009
David Lando and Mads Stenbo Nielsen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 250 (121,576)
Citation 5

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Default correlation, intensity estimation, Hawkes process

Correlation in Corporate Defaults: Contagion or Conditional Independence?

EFA 2009 Bergen Meetings Paper
Number of pages: 40 Posted: 06 Feb 2009
David Lando and Mads Stenbo Nielsen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 175 (171,333)
Citation 7

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Default correlation, intensity estimation, Hawkes

2.

Active Loan Trading

Number of pages: 45 Posted: 07 Jul 2017 Last Revised: 19 Dec 2018
Frank J. Fabozzi, Sven Klingler, Pia Mølgaard and Mads Stenbo Nielsen
EDHEC Business School, BI Norwegian Business School, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 160 (185,097)

Abstract:

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Active management, Collateralized loan obligations (CLOs), Market efficiency, Structured finance, Syndicated loans

3.

The Value of Bond Underwriter Relationships

Number of pages: 42 Posted: 15 May 2017 Last Revised: 03 Nov 2018
Stine Louise Daetz, Jens Dick-Nielsen and Mads Stenbo Nielsen
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 40 (424,259)
Citation 2

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Underwriter relationship; Corporate bonds; Certification; Rollover risk; Relationship banking