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Analyzing rating transitions and rating drift with continuous observations
Lando, David; Skødeberg, Torben M. - In: Journal of banking & finance 26 (2002) 2, pp. 423-444
Persistent link: https://www.econbiz.de/10005890917
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DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008222952
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Decomposing swap spreads
Feldhütter, Peter; Lando, David - In: Journal of financial economics 88 (2008) 2, pp. 375-405
Persistent link: https://www.econbiz.de/10008057812
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Correlation in corporate defaults: Contagion or conditional independence?
Lando, David; Nielsen, Mads Stenbo - In: Journal of financial intermediation 19 (2010) 3, pp. 355-373
Persistent link: https://www.econbiz.de/10008424718
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Confidence sets for continuous-time rating transition probabilities
Christensen, Jens H.E.; Hansen, Ernst; Lando, David - In: Journal of banking & finance 28 (2004) 11, pp. 2575-2602
Persistent link: https://www.econbiz.de/10005882443
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Term Structures of Credit Spreads with Incomplete Accounting Information
Duffie, Darrell; Lando, David - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 633-664
Persistent link: https://www.econbiz.de/10006774261
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Additive Intensity Regression Models in Corporate Default Analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics 11 (2013) 3, pp. 443-442
Persistent link: https://www.econbiz.de/10010134655
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A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - In: The review of financial studies 10 (1997) 2, pp. 481
Persistent link: https://www.econbiz.de/10007373111
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On the pricing of step-up bonds in the European telecom sector
Lando, David; Mortensen, Allan - In: The journal of credit risk : published quarterly by … 1 (2004-2005) 1, pp. 71-110
Persistent link: https://www.econbiz.de/10009932443
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Corporate bond liquidity before and after the onset of the subprime crisis
Dick-Nielsen, Jens; Feldhütter, Peter; Lando, David - In: Journal of financial economics 103 (2012) 3, pp. 471-493
Persistent link: https://www.econbiz.de/10009816648