Mads Stenbo Nielsen

Copenhagen Business School - Department of Finance

Ph.D. student

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 46,363

SSRN RANKINGS

Top 46,363

in Total Papers Downloads

1,006

SSRN CITATIONS
Rank 19,038

SSRN RANKINGS

Top 19,038

in Total Papers Citations

15

CROSSREF CITATIONS

34

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 279 (119,177)
Citation 8

Abstract:

Loading...

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 253 (132,069)
Citation 5

Abstract:

Loading...

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 176 (186,516)
Citation 8

Abstract:

Loading...

Default correlation, intensity estimation, Hawkes

2.

Active Loan Trading

Number of pages: 59 Posted: 07 Jul 2017 Last Revised: 24 Dec 2019
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 209 (159,532)

Abstract:

Loading...

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 89 (311,450)
Citation 1

Abstract:

Loading...

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