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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1,130

SSRN CITATIONS
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in Total Papers Citations

18

CROSSREF CITATIONS

43

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 281 (138,608)
Citation 8

Abstract:

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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 271 (143,983)
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 183 (209,776)
Citation 9

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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 247 (158,698)

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: 66 Posted: 15 May 2017 Last Revised: 22 Oct 2021
Stine von Rueden, Jens Dick-Nielsen and Mads Stenbo Nielsen
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 148 (250,878)
Citation 1

Abstract:

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