David Lando : Citation Profile

Copenhagen Business School

13

H index

13

i10 index

1992

Citations

RESEARCH PRODUCTION:

18

Articles

4

Papers

3

Chapters

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 79
   Journals where David Lando has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 8 (0.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla6
   Updated: 2025-04-12    RAS profile: 2023-05-09    
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Relations with other researchers

Works with:

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 (24)

Jarrow, Robert (20)

Duffie, Darrell (18)

Monfort, Alain (15)

Lucas, Andre (15)

Renne, Jean-Paul (15)

Batten, Jonathan (14)

Koopman, Siem Jan (11)

Chernov, Mikhail (11)

Cites to:

Duffie, Darrell (15)

Jarrow, Robert (9)

merton, robert (9)

Singleton, Kenneth (9)

Longstaff, Francis (8)

Leland, Hayne (7)

Acharya, Viral (7)

Pedersen, Lasse (7)

pan, jun (6)

Reinhart, Carmen (5)

Schuermann, Til (4)

Main data

Production by document typechapterpaperarticle19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where David Lando has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Banking & Finance3
Mathematical Finance2
The 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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025A 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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2024A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868.

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2025No Fear of Discounting How to Manage the Transition from EONIA to ESTR. (2025). Bianchetti, Marco ; Scaringi, Marco. In: Papers. RePEc:arx:papers:2503.06806.

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2025Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Pietrosanti, Stefano ; Ciocchetta, Federica ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25.

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2024Approaches to Default Probability Estimation of Credit Rating Agencies Rating Scales. (2024). Ozerov, Kirill ; Kutenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:98-118.

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2024CFO facial beauty and bank loan contracting. (2024). Lobo, Gerald ; Li, Jiyuan ; Hrazdil, Karel ; Zhang, Ray. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:975-1009.

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2024The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan ; Cao, Youdan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533.

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2024Why do banks use credit default swaps (CDS)? A systematic review. (2024). , Tabassum ; Yameen, Mohammad. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:201-231.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2024.

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2024Building resilience to crisis through slack resources: A longitudinal analysis of US hotels. (2024). Seo, Kwanglim ; Mun, Sung Gyun ; Woo, Linda. In: Annals of Tourism Research. RePEc:eee:anture:v:106:y:2024:i:c:s0160738324000392.

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2024High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. (2024). Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000472.

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2024Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550.

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2024Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357.

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2024The financial health of a company and the risk of its default: Back to the future. (2024). Dainelli, Francesco ; Bet, Gianmarco ; Fabrizi, Eugenio. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003818.

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2024Stock Liquidity Sidedness and Share Repurchase. (2024). Boubaker, Sabri ; Liu, Yifan ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004009.

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2024Does minority shareholder activism impede corporate default risk? Evidence from China. (2024). Wang, Zhibin ; Huang, Xue. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000084.

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2024Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665.

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2024Effects of ESG performance and sustainability disclosure on GSS bonds’ yields and spreads: A global analysis. (2024). Conticelli, Sara ; Bellardini, Luca ; Roggi, Oliviero. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010183.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024Bond convenience curves and funding costs. (2024). Sihvonen, Markus ; Nissinen, Juuso. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000965.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2024Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545.

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2024Pricing of sustainability-linked bonds. (2024). Halskov, Kristoffer ; Feldhtter, Peter ; Krebbers, Arthur. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001673.

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2024Farm debt and the over-exploitation of natural capital. (2024). Guthrie, Graeme. In: Resource and Energy Economics. RePEc:eee:resene:v:77:y:2024:i:c:s0928765524000150.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Su, GE ; Hong, Zhiwu ; Lin, Mucai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615.

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2024Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240.

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2024The impact of climate change on credit cycles: Evidence from Chinas bond market. (2024). Kong, Xiaoran ; Ho, Kung-Cheng ; Yan, Cheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524002865.

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2024Estimating Asset Parameters Using Levy’s Moment Matching Method. (2024). Miyake, Masatoshi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:170-:d:1379979.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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2024The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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2025Financial decision making under optimal control and Markov switching double exponential jump process. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09208-5.

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2024Corporate bonds: fixed versus stochastic coupons—an empirical study. (2024). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00343-y.

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2025Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk. (2025). Wong, Lui-Hsian ; Silbermann, Leonid ; Roling, Christoph ; Krger, Ulrich. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00240-3.

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2024Dangerous liaisons? Debt supply and convenience yield spillovers in the euro area. (2024). Bellon, Matthieu ; Gnewuch, Matthias. In: Working Papers. RePEc:stm:wpaper:63.

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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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2024.

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2024Collateral pledgeability and asset manager portfolio choices during redemption waves. (2024). Skrutkowski, Mathias ; Riedel, Max ; Fauvrelle, Thiago. In: SAFE Working Paper Series. RePEc:zbw:safewp:290387.

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Works by David Lando:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Credit Default Swaps: A Primer and Some Recent Trends In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article3
2005DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS In: Mathematical Finance.
[Full Text][Citation analysis]		article96
2008DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		chapter
2022Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood In: Mathematical Finance.
[Full Text][Citation analysis]		article0
2018Generalized Recovery In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2019Generalized recovery.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2016Generalized Recovery.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018Safe Haven CDS Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2018Safe Haven CDS Premiums.(2018) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2001Term Structures of Credit Spreads with Incomplete Accounting Information. In: Econometrica.
[Citation analysis]		article398
2014Dynamic capital structure with callable debt and debt renegotiations In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article31
2016Financial sector linkages and the dynamics of bank and sovereign credit spreads In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article60
2002Analyzing rating transitions and rating drift with continuous observations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article219
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
2015Robustness of distance-to-default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2012Corporate bond liquidity before and after the onset of the subprime crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article362
2008Decomposing swap spreads In: Journal of Financial Economics.
[Full Text][Citation analysis]		article122
2010Correlation in corporate defaults: Contagion or conditional independence? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article79
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]		article4
2013Additive Intensity Regression Models in Corporate Default Analysis In: 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: The Review of Financial Studies.
[Citation analysis]		article480
2008A Markov Model for the Term Structure of Credit Risk Spreads.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 480		chapter
2013Some Lessons From CDO Markets on Mathematical Models In: Palgrave Macmillan Books.
[Citation analysis]		chapter0

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