David Lando : Citation Profile

Are you David Lando?

Copenhagen Business School

12

H index

12

i10 index

1805

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

3

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 78
   Journals where David Lando has often published
   Relations with other researchers
   Recent citing documents: 174.    Total self citations: 8 (0.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla6
   Updated: 2023-03-02    RAS profile: 2021-11-05    
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Relations with other researchers

Works with:

Pedersen, Lasse (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Lando.

Is cited by:

Xiao, Tim (35)

Schuermann, Til (26)

Dionne, Georges (20)

Jarrow, Robert (19)

Duffie, Darrell (18)

Monfort, Alain (14)

Renne, Jean-Paul (14)

Batten, Jonathan (14)

Lucas, Andre (13)

Koopman, Siem Jan (11)

Chernov, Mikhail (11)

Cites to:

Duffie, Darrell (15)

Jarrow, Robert (9)

Singleton, Kenneth (9)

Longstaff, Francis (8)

merton, robert (8)

Pedersen, Lasse (7)

Acharya, Viral (7)

Leland, Hayne (7)

pan, jun (6)

Reinhart, Carmen (5)

Amihud, Yakov (4)

Main data

Where David Lando has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Banking & Finance3
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing David Lando (2022 and 2021)

YearTitle of citing document
2022A general firm value model under partial information. (2022). Vrins, Frederic ; Sagna, Abass ; Mbaye, Cheikh. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022009.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2021Credit migration: Generating generators. (2020). Martin, Richard J. In: Papers. RePEc:arx:papers:2006.11146.

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2021Defaultable term structures driven by semimartingales. (2021). Schmidt, Thorsten ; Gumbel, Sandrine. In: Papers. RePEc:arx:papers:2103.01577.

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2021Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk. (2021). Roncalli, Thierry ; Karray-Meziou, Fatma ; Cherief, Amina ; Regnault, Margaux. In: Papers. RePEc:arx:papers:2105.08377.

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2021A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation. (2021). Surya, Budhi. In: Papers. RePEc:arx:papers:2107.07026.

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2022Rating transitions forecasting: a filtering approach. (2021). Lelong, J'Erome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Papers. RePEc:arx:papers:2109.10567.

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2021Polynomial Approximation of Discounted Moments. (2021). Spreij, Peter ; van Beek, Misha ; Zhao, Chenyu ; Ba, Makhtar. In: Papers. RePEc:arx:papers:2111.00274.

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2022Decomposing LIBOR in Transition: Evidence from the Futures Markets. (2022). Skov, Jacob Bjerre ; Skovmand, David. In: Papers. RePEc:arx:papers:2201.06930.

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2022A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups. (2022). Muniz, Michelle ; Kamm, Kevin. In: Papers. RePEc:arx:papers:2205.15699.

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2022The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538.

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2022Before and after default: information and optimal portfolio via anticipating calculus. (2022). D'Auria, Bernardo ; di Nunno, Giulia ; Jos'e A. Salmer'on, . In: Papers. RePEc:arx:papers:2208.07163.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023A pure jump model for the valuation of options on a credit index. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05332.

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2023Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors. (2023). Brauner, Claude-Michel ; Liang, Jin ; Dong, Yuchao. In: Papers. RePEc:arx:papers:2301.10898.

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2021The Impact of Quality of Accounting Information on Cost of Capital: Insight from an Emerging Economy. (2021). Shah, Attaullah ; Latif, Aysha Sami. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:292-307.

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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Exploring the sources of loan default clustering using survival analysis with frailty. (2021). Sanchez-Cajal, Fatima ; Mohamed, Abdulkadir ; Enrique, Enrique Batiz-Zuk. In: Working Papers. RePEc:bdm:wpaper:2021-14.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2021Modelling of Chinese corporate bond default – A machine learning approach. (2021). Zhuo, Zhuyao ; Lu, Zhou. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6147-6191.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2021The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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2021Liquidity risk and corporate bond yield spread: Evidence from China. (2021). Jiang, Lunan ; Chen, Yinghui. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1117-1151.

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2022Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199.

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2021Compliance with pension?related mandatory disclosures and debt financing. (2021). Tsalavoutas, Ioannis ; Opong, Kwaku ; Almaghrabi, Khadija S. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:148-184.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2022Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329.

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2022Measuring Risk Information. (2022). So, Eric C ; Smith, Kevin C. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:2:p:375-426.

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2022Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source. (2022). Maruotti, Antonello ; Bulla, Jan ; Berentsen, Geir D ; Stove, Brd. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:698-722.

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2022Political competition, spatial interactions, and default risk of local government debts in China. (2022). Lyu, Yuxia ; Hou, Linke ; Zhang, QI. In: Papers in Regional Science. RePEc:bla:presci:v:101:y:2022:i:3:p:717-743.

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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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2022Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0895.

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2022Macroeconomic Determinants of Corporate Credit Spreads: Evidence from Canada. (2022). Jahan, Nusrat. In: Carleton Economic Papers. RePEc:car:carecp:22-07.

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2022Sovereign Credit Spreads, Banking Fragility, and Global Factors. (2022). Valenzuela, Patricio ; Martinez, Juan Francisco ; Garces, Felipe ; Chari, Anusha. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:957.

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2022Before and after default: information and optimal portfolio via anticipating calculus. (2022). D'Auria, Bernardo ; di Nunno, Giulia ; Salmeron, Jose Antonio. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:35411.

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2021Entrepreneurial Spirit and Entrepreneurial Finance. (2021). Yang, Jinqiang ; Wang, Yingjue ; Cheng, Xindong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:2:chengwangyang.

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2021Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions. (2021). Gurgel, Felipe Bastos. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:56:y:2021:i:5:p:1537-1589_2.

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2021The Covid pandemic in the market: infected, immune and cured bonds. (2021). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20212563.

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2022The relevance of GAAP vs. non-GAAP net assets to creditors: An examination of the credit default swap market. (2022). Taylor, Gary K ; Hill, Mary S ; Brasel, Kelsey R. In: Advances in accounting. RePEc:eee:advacc:v:56:y:2022:i:c:s0882611021000687.

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2021Convertible debt and asset substitution of multinational corporations. (2021). Batten, Jonathan ; Young, Martin R ; Khaw, Karren Lee-Hwei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030287x.

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2021Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints. (2021). Robles Fernandez, M. Dolores ; Escribano, Ana ; Diaz, Antonio ; Abad, Pilar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000249.

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2021The value of bond underwriter relationships. (2021). Nielsen, Mads Stenbo ; Dick-Nielsen, Jens ; von Ruden, Stine Louise. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000511.

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2021Credit ratings and acquisitions. (2021). Servaes, Henri ; Karampatsas, Nikolaos ; Petmezas, Dimitris ; Aktas, Nihat. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001073.

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2021Relative bond-stock liquidity and capital structure choices. (2021). faff, robert ; Alpert, Karen ; Nguyen, Trang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001474.

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2021The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302013.

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2022A theory of procyclical market liquidity. (2022). Strobl, Gunter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000318.

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2022Smooth Transition Simultaneous Equation Models. (2022). Krishnakumar, Jaya ; Kadilli, Anjeza. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002494.

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2021The impact of debt restructuring on dynamic investment and financing policies. (2021). Luo, Pengfei ; Tan, Yingxian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001723.

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2022Causal analysis of central bank holdings of corporate bonds under interference. (2022). Silvestrini, Andrea ; Mercatanti, Andrea ; Li, Fan ; Makinen, Taneli. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001195.

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2021Write-down bonds, credit risk and imperfect information. (2021). Li, Shasha ; Zhao, Zhiming ; Tang, Huiling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000176.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2022Commodity financialization and funding liquidity in China. (2022). Zhang, Chengsi ; Liao, Wenting ; Jia, Xiangfu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000304.

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2022Valuation of European firms during the Russia–Ukraine war. (2022). Leledakis, George N ; Episcopos, Athanasios ; Bougias, Alexandros. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s016517652200266x.

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2022Asymptotic properties of correlation-based principal component analysis. (2022). Yang, Xiye ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:1-18.

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2022Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453.

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2022Dynamic risk management and asset comovement. (2022). Brogger, Soren Bundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:60-77.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2022Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects. (2022). Rannou, Yves ; Boutabba, Mohamed Amine. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200045x.

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2022An empirical evaluation of alternative fundamental models of credit spreads. (2022). Headley, Adrian ; Murphy, Austin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000904.

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2021Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286.

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2021Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis. (2021). Rhodes, Meredith E ; Arnold, Grace E. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317256.

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2022The value of external reviews in the secondary green bond market. (2022). Simeth, Nagihan. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003378.

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2022Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model. (2022). Bufalo, Michele ; Orlando, Giuseppe. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888.

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2021The pricing of the illiquidity factor’s conditional risk with time-varying premium. (2021). Noh, Joonki ; Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300744.

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2022Sidedness in the interbank market. (2022). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000446.

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2022Trading costs of private debt. (2022). Mahlmann, Thomas ; Kessler, Andreas. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000264.

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2022Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379.

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2022Predictive information in corporate bond yields. (2022). Lin, Hai ; Zhou, Guofu ; Wu, Chunchi ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000616.

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2022Jump and volatility risk in the cross-section of corporate bond returns. (2022). Wu, Chunchi ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s138641812200026x.

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2021Incorporating funding costs in top-down stress tests. (2021). Korsgaard, Soren . In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920300978.

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2022The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. (2022). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001261.

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2022Default risk premium and asset prices. (2022). Fusai, Gianluca ; Corvino, Raffaele. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000390.

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2022It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626.

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2022The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. (2022). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000764.

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2022Real asset liquidity, cash holdings, and the cost of corporate debt. (2022). Usman, Adam ; Nejadmalayeri, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000229.

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2021A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020.

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2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

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2021Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232.

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2021Credit ratings quality in uncertain times. (2021). el Ghoul, Sadok ; Driss, Hamdi ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001591.

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2022Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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2021Economic consequences of mandatory auditor reporting to bank regulators. (2021). Scobie, Hannah ; Ertan, Aytekin ; de George, Emmanuel T ; Balakrishnan, Karthik. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:2:s016541012100046x.

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2021Does portfolio concentration affect performance? Evidence from corporate bond mutual funds. (2021). Wang, Ying ; Qin, Nan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302946.

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2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

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2021Negative news and the stock market impact of tone in rating reports. (2021). Rieber, Alexander ; Norden, Lars ; Loffler, Gunter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002120.

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2022Do banks price production process failures? Evidence from product recalls. (2022). Zeng, Cheng Colin ; Qiu, Yetaotao ; Magnan, Michel ; Zhang, Shafu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003174.

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2022Stocks versus corporate bonds: A cross-sectional puzzle. (2022). Driessen, Joost ; van Zundert, Jeroen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000474.

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2022Credit derivatives and corporate default prediction. (2022). Zhao, Ran ; Yu, Fan ; Ye, Xiaoxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000188.

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2022Market power and bank systemic risk: Role of securitization and bank capital. (2022). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Zhao, Tianshu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000516.

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2022Bond liquidity and investment. (2022). Wang, Yuan ; Mkrtchyan, Anahit ; Field, Laura Casares. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s037842662200231x.

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2022Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345.

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2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:545-560.

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2021Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Yang, Jun ; Xu, YU ; Chen, Hui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:770-799.

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2021Benchmark interest rates when the government is risky. (2021). Chernov, Mikhail ; Song, D ; Schmid, L ; Augustin, P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100.

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2021The electronic evolution of corporate bond dealers. (2021). Zhou, Xing Alex ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:368-390.

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2021Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis. (2021). Zhou, Xing ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:46-68.

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2021The role of financial conditions in portfolio choices: The case of insurers. (2021). Weisbach, Michael ; Ge, Shan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:803-830.

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2021The bank as Grim Reaper: Debt composition and bankruptcy thresholds. (2021). Gordy, Michael B ; Carey, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1092-1108.

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2022Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market. (2022). Wang, Ashley ; Sun, Zheng ; Li, YI ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:277-302.

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2022Recovering the FOMC risk premium. (2022). Zhou, Guofu ; Tang, Xiaoxiao ; Liu, Hong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:45-68.

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2022Size-adapted bond liquidity measures and their asset pricing implications. (2022). Schuster, Philipp ; Reichenbacher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:425-443.

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More than 100 citations found, this list is not complete...

Works by David Lando:

YearTitleTypeCited
2020Credit Default Swaps: A Primer and Some Recent Trends In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
2005DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS In: Mathematical Finance.
[Full Text][Citation analysis]		article89
2008DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		chapter
2018Generalized Recovery In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2019Generalized recovery.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2016Generalized Recovery.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Safe Haven CDS Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2018Safe Haven CDS Premiums.(2018) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2001Term Structures of Credit Spreads with Incomplete Accounting Information. In: Econometrica.
[Citation analysis]		article374
2014Dynamic capital structure with callable debt and debt renegotiations In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article28
2016Financial sector linkages and the dynamics of bank and sovereign credit spreads In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article54
2002Analyzing rating transitions and rating drift with continuous observations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article200
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article54
2015Robustness of distance-to-default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
2012Corporate bond liquidity before and after the onset of the subprime crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article302
2008Decomposing swap spreads In: Journal of Financial Economics.
[Full Text][Citation analysis]		article108
2010Correlation in corporate defaults: Contagion or conditional independence? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article74
2004On the Pricing of Step-Up Bonds in the European Telecom Sector In: Working Papers.
[Full Text][Citation analysis]		paper6
2017Cyclicality and Firm Size in Private Firm Defaults In: International Journal of Central Banking.
[Full Text][Citation analysis]		article3
2013Additive Intensity Regression Models in Corporate Default Analysis In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
1999Swap Pricing with Two-Sided Default Risk in a Rating-Based Model In: Review of Finance.
[Full Text][Citation analysis]		article17
1997A Markov Model for the Term Structure of Credit Risk Spreads. In: Review of Financial Studies.
[Citation analysis]		article455
2008A Markov Model for the Term Structure of Credit Risk Spreads.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 455		chapter
2013Some Lessons From CDO Markets on Mathematical Models In: Palgrave Macmillan Books.
[Citation analysis]		chapter0

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