David Lando - Publications, H-index & Citations

David Lando

Copenhagen Business School

30H指数

90论文数

8.7K被引数

收录论文 12

发表时间

Credit Default Swaps: A Primer and Some Recent Trends

ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 12, 2020

IF0

2020-11-01

OAAI

Lando, David

Generalized recovery 广义恢复

JOURNAL OF FINANCIAL ECONOMICS

IF12

2019-07-01

OAAI

Jensen, Christian Skov; Lando, David; Pedersen, Lasse Heje

Safe Haven CDS Premiums 避风港CDS保费

REVIEW OF FINANCIAL STUDIES

IF5.4

2018-03-02

OAAI

Klingler, Sven; Lando, David

Robustness of distance-to-default

JOURNAL OF BANKING & FINANCE

IF3.8

2015-01-01

OAAI

Jessen, Cathrine; Lando, David

Dynamic capital structure with callable debt and debt renegotiations

JOURNAL OF CORPORATE FINANCE

IF5.9

2014-12-01

OAAI

Christensen, Peter Ove; Flor, Christian Riis; Lando, David; Miltersen, Kristian R.

Corporate bond liquidity before and after the onset of the subprime crisis

JOURNAL OF FINANCIAL ECONOMICS

IF12

2012-03-01

408

OAAI

Dick-Nielsen, Jens; Feldhutter, Peter; Lando, David

Correlation in corporate defaults: Contagion or conditional independence?

JOURNAL OF FINANCIAL INTERMEDIATION

IF3.7

2010-07-01

PREAI

Lando, David; Nielsen, Mads Stenbo

Decomposing swap spreads

JOURNAL OF FINANCIAL ECONOMICS

IF12

2008-05-01

108

PREAI

Feldhutter, Peter; Lando, David

Confidence sets for continuous-time rating transition probabilities 连续时间评级转移概率的置信集

JOURNAL OF BANKING & FINANCE

IF3.8

2004-11-01

OAAI

Christensen, JHE; Hansen, E; Lando, D

Analyzing rating transitions and rating drift with continuous observations

JOURNAL OF BANKING & FINANCE

IF3.8

2002-03-01

234

PREAI

Lando, D; Skodeberg, TM

Term structures of credit spreads with incomplete accounting information

ECONOMETRICA

IF7.1

2001-05-01

676

OAAI

Duffie, D; Lando, D

A Markov model for the term structure of credit risk spreads

REVIEW OF FINANCIAL STUDIES

IF5.4

1997-04-01

673

PREAI

Jarrow, RA; Lando, D; Turnbull, SM

研究方向