David Lando : Citation Profile


Are you David Lando?

Copenhagen Business School

11

H index

11

i10 index

1570

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

3

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 68
   Journals where David Lando has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 8 (0.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla6
   Updated: 2021-11-20    RAS profile: 2021-11-05    
   Missing citations? Add them    Incorrect content? Let us know

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 (33)

Schuermann, Til (25)

Jarrow, Robert (19)

Dionne, Georges (18)

Duffie, Darrell (18)

Batten, Jonathan (14)

Monfort, Alain (14)

Renne, Jean-Paul (14)

Lucas, Andre (12)

Koopman, Siem Jan (11)

Varotto, Simone (10)

Cites to:

Duffie, Darrell (14)

Jarrow, Robert (8)

merton, robert (8)

Acharya, Viral (7)

Singleton, Kenneth (7)

Leland, Hayne (7)

Longstaff, Francis (7)

Pedersen, Lasse (6)

Reinhart, Carmen (5)

pan, jun (4)

Perraudin, William (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

Recent works citing David Lando (2021 and 2020)


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

Full description at Econpapers || Download paper

2020Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations. (2018). Smith, Greig ; Reis, Goncalo Dos ; Pfeuffer, Marius. In: Papers. RePEc:arx:papers:1809.09889.

Full description at Econpapers || Download paper

2020A closed formula for illiquid corporate bonds and an application to the European market. (2019). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Papers. RePEc:arx:papers:1901.06855.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

Full description at Econpapers || Download paper

2020Derivatives Discounting Explained. (2020). Lou, Wujiang . In: Papers. RePEc:arx:papers:2002.08532.

Full description at Econpapers || Download paper

2020Fixed income portfolio optimisation: Interest rates, credit, and the efficient frontier. (2020). Martin, Richard J. In: Papers. RePEc:arx:papers:2004.02312.

Full description at Econpapers || Download paper

2020The Jarrow & Turnbull setting revisited. (2020). Teichmann, Josef ; Krabichler, Thomas. In: Papers. RePEc:arx:papers:2004.12392.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092.

Full description at Econpapers || Download paper

2020The loss optimisation of loan recovery decision times using forecast cash flows. (2020). de Villiers, Pieter ; Beyers, Conrad ; Botha, Arno. In: Papers. RePEc:arx:papers:2010.05601.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

Full description at Econpapers || Download paper

2020The pricing of accruals quality in credit default swap spreads. (2020). Lin, Hai ; Alam, Pervaiz ; Pu, Xiaoling ; Hettler, Barry. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:1943-1977.

Full description at Econpapers || Download paper

2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

Full description at Econpapers || Download paper

2020CORPORATE BONDS AND PRODUCT MARKET COMPETITION. (2020). Platt, Katarzyna. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:615-647.

Full description at Econpapers || Download paper

2020Estimating the probability of default for no‐default and low‐default portfolios. (2020). Blumke, Oliver. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:1:p:89-107.

Full description at Econpapers || Download paper

2020Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds. (2020). Qu, Yan ; Lim, Jia Wei ; Dassios, Angelos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1497-1526.

Full description at Econpapers || Download paper

2020A martingale representation theorem and valuation of defaultable securities. (2020). Vanmaele, Michele ; Daveloose, Catherine ; Choulli, Tahir. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1527-1564.

Full description at Econpapers || Download paper

2020A DEEP MARKET IN ISRAELI CORPORATE BONDS: MACRO AND MICROECONOMIC ANALYSIS IN LIGHT OF THE ACCOUNTING STANDARDS. (2020). Hadad, Elroi ; Gershgoren, Gitit Gur ; Kedar-Levy, Haim. In: Israel Economic Review. RePEc:boi:isrerv:v:18:y:2020:i:1:p:139-176.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-14.

Full description at Econpapers || Download paper

2020Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

Full description at Econpapers || Download paper

2020Non-executive ownership and private loan pricing. (2020). Wen, Min-Ming ; King, Tao-Hsien Dolly ; Chen, Jun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300821.

Full description at Econpapers || Download paper

2020On the nexus between sovereign risk and banking crises. (2020). Girardone, Claudia ; Fiordelisi, Franco ; Ricci, Ornella ; Minnucci, Federica. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301619.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Determinants of corporate default risk in China: The role of financial constraints. (2020). Liu, Ding ; Xu, Liao ; Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:87-98.

Full description at Econpapers || Download paper

2020Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306818.

Full description at Econpapers || Download paper

2020Investment decisions and debt financing under information uncertainty. (2020). Kim, Hwa-Sung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301998.

Full description at Econpapers || Download paper

2020Financial risk and acquirers stockholder wealth in mergers and acquisitions. (2020). Cheng, Miao-Sih ; Hung, Pi-Hsia ; Chu, Hsiang-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300834.

Full description at Econpapers || Download paper

2020The effect of market sentiment and information asymmetry on option pricing. (2020). Nobanee, Haitham ; Eleuch, Hichem ; ben Hamad, Salah ; Zghal, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301327.

Full description at Econpapers || Download paper

2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1148-1171.

Full description at Econpapers || Download paper

2020Rating standards around the world: A puzzle?. (2020). El Ghoul, Sadok ; Driss, Hamdi ; Attig, Najah. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119305618.

Full description at Econpapers || Download paper

2020Modeling CDS spreads: A comparison of some hybrid approaches. (2020). Radi, Davide ; Pacelli, Graziella ; Ballestra, Luca Vincenzo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:107-124.

Full description at Econpapers || Download paper

2020Do measures of systemic risk predict U.S. corporate bond default rates?. (2020). Kanas, Angelos ; Molyneux, Philip. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301976.

Full description at Econpapers || Download paper

2020The dynamics of sovereign yields over swap rates in the Eurozone market. (2020). Galil, Koresh ; David-Pur, Lior ; Rosenboim, Mosi. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302222.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Predicting default rates by capturing critical transitions in the macroeconomic system. (2020). Yang, Xiaoguang ; Xing, Kai. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318300357.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302039.

Full description at Econpapers || Download paper

2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

Full description at Econpapers || Download paper

2020Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area. (2020). Eichler, Stefan ; Bohm, Hannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300620.

Full description at Econpapers || Download paper

2020A zero-risk weight channel of sovereign risk spillovers. (2020). Steffen, Sascha ; Korte, Josef ; Kirschenmann, Karolin. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300796.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Role of capital flight as a driver of sovereign bond spreads in Latin American countries. (2020). Sebri, Maamar ; Smida, Mounir ; Dachraoui, Hajer. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:15-33.

Full description at Econpapers || Download paper

2020Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

Full description at Econpapers || Download paper

2020Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds. (2020). Stock, Duane ; Stanhouse, Bryan ; Leal, Diego . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301013.

Full description at Econpapers || Download paper

2020Information opacity and corporate bond returns: The dynamics of split ratings. (2020). Robles, M-Dolores ; Ferreras, Rodrigo ; Abad, Pilar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301232.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Predicting LGD distributions with mixed continuous and discrete ordinal outcomes. (2020). Yu, Kaizhi ; Chu, Chih-Kang ; Hwang, Ruey-Ching. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1003-1022.

Full description at Econpapers || Download paper

2020Wheres the greenium?. (2020). Watts, Edward M ; Larcker, David F. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:2:s0165410120300148.

Full description at Econpapers || Download paper

2020On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455.

Full description at Econpapers || Download paper

2020Where do banks value corporate social responsibility more? Evidence on the role of national culture. (2020). Wang, Wenming ; Tan, Weiqiang ; Cheung, Yan-Leung. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300777.

Full description at Econpapers || Download paper

2020Foreign ownership in Chinese credit ratings industry: Information revelation or certification?. (2020). , Jingyu ; Wang, Lafang ; Shi, Jing ; Hu, Xiaolu ; Yu, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301576.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds. (2020). Goldstein, Michael A ; Hotchkiss, Edith S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:16-40.

Full description at Econpapers || Download paper

2020Leveraged buyouts and bond credit spreads. (2020). Vig, Vikrant ; Feldhutter, Peter ; Eisenthal-Berkovitz, Yael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:577-601.

Full description at Econpapers || Download paper

2020Do fire sales create externalities?. (2020). Sunderam, Adi ; Chernenko, Sergey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:602-628.

Full description at Econpapers || Download paper

2020Pricing structured products with economic covariates. (2020). Jacobs, Kris ; Doshi, Hitesh ; Choi, Yongseok ; Turnbull, Stuart M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:754-773.

Full description at Econpapers || Download paper

2020Does the Ross recovery theorem work empirically?. (2020). Menner, Marco ; Jackwerth, Jens Carsten. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:723-739.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Financial stress and the probability of sovereign default. (2021). Saenz, Manrique ; Rho, Caterina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302618.

Full description at Econpapers || Download paper

2020A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

Full description at Econpapers || Download paper

2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

Full description at Econpapers || Download paper

2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

Full description at Econpapers || Download paper

2021The transmission of default risk between banks and countries based on CAViaR models. (2021). Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:500-509.

Full description at Econpapers || Download paper

2021Corporate tax aggressiveness and capital structure decisions: Evidence from China. (2021). Jin, Xiaoye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:94-111.

Full description at Econpapers || Download paper

2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

Full description at Econpapers || Download paper

2020State ownership and the cost of debt: Evidence from corporate bond issuances in China. (2020). Shen, Zhe ; Qiao, Zheng ; Liu, Yangshu ; Ge, Yao . In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308888.

Full description at Econpapers || Download paper

2020Monte-Carlo optimization model for dynamic capital structure adjustment in Chinese public-private partnerships under revenue uncertainty. (2020). Yan, Xue ; Hu, YI ; Song, Shuang ; Liu, Huimin. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:142:y:2020:i:c:p:115-128.

Full description at Econpapers || Download paper

2020The Credit Spread Curve Distribution and Economic Fluctuations in Japan. (2020). Okimoto, Tatsuyoshi ; Sumiko, Takaoka ; Tatsuyoshi, Okimoto. In: Discussion papers. RePEc:eti:dpaper:20030.

Full description at Econpapers || Download paper

2021Measuring Corporate Bond Market Dislocations. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:89473.

Full description at Econpapers || Download paper

2020A Comprehensive Approach for Calculating Banking Sector Risks. (2020). Kyriakopoulos, Constantinos ; Grassi, Alberto ; Salleo, Carmelo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:4:p:69-:d:442485.

Full description at Econpapers || Download paper

2020Corporate Bond Market in Poland—Prospects for Development. (2020). Kubiczek, Jakub. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:306-:d:455213.

Full description at Econpapers || Download paper

2021Sovereign Default Forecasting in the Era of the COVID-19 Crisis. (2021). Kristof, Tamas. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:494-:d:657397.

Full description at Econpapers || Download paper

2020A Raroc Valuation Scheme for Loans and Its Application in Loan Origination. (2020). Pham, Ha ; Engelmann, Bernd. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:63-:d:369585.

Full description at Econpapers || Download paper

2020Corporate Default Predictions Using Machine Learning: Literature Review. (2020). Ryu, Doojin ; Cho, Hoon ; Kim, Hyeong Jun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6325-:d:395215.

Full description at Econpapers || Download paper

2021Does ESG Disclosure Affect Corporate-Bond Credit Spreads? Evidence from China. (2021). Zhou, Rongxi ; Tong, Guanqun ; Zhang, Zhen ; Du, Zhihui ; Yang, Yuexiang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8500-:d:604546.

Full description at Econpapers || Download paper

2021Investigating the Determinants of Credit Spread Using a Markov Regime-Switching Model: Evidence from Banks in Taiwan. (2021). Lee, Kuo-Jung ; Lu, Su-Lien. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9535-:d:621039.

Full description at Econpapers || Download paper

2020On the Valuation and Analysis of Risky Debt: A Practical Approach Using Raging Migrations. (2020). Wockl, Ines ; Kampl, Lisa-Maria ; Fischer, Edwin O. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2020-01.

Full description at Econpapers || Download paper

2021Motivational Ratings. (2021). Lambert, Nicolas ; Horner, Johannes. In: Working Papers. RePEc:hal:wpaper:hal-03187510.

Full description at Econpapers || Download paper

2021Optimal asset allocation subject to withdrawal risk and solvency constraints. (2021). Robert, Christian ; Jiao, Ying ; Cousin, Areski ; Zerbib, Olivier David. In: Working Papers. RePEc:hal:wpaper:hal-03244380.

Full description at Econpapers || Download paper

2021Rating transitions forecasting: a filtering approach. (2021). Lelong, Jerome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Working Papers. RePEc:hal:wpaper:hal-03347521.

Full description at Econpapers || Download paper

2021The Relevance of Liquidity and Country Risk to Euro-Denominated Bonds and the Influence of ECB Monetary Policy. (2021). Giovanni, Verga ; Manoux, Monteux ; Gino, Gandolfi ; Cristina, Arcuri Maria. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:6:p:1.

Full description at Econpapers || Download paper

2021Government responses, business continuity, and management sentiment: Impact on debt financing during COVID-19. (2021). Mohapatra, Sanket ; Gopalakrishnan, Balagopal ; Jacob, Joshy. In: IIMA Working Papers. RePEc:iim:iimawp:14653.

Full description at Econpapers || Download paper

2020Regulating the Doom Loop. (2020). Langfield, Sam ; Alogoskoufis, Spyros. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:3:a:6.

Full description at Econpapers || Download paper

2020Regulations in the U.S. and Bond Market Liquidity. (2020). Phuong, Thi Nam ; Ho, Viet Tien. In: Journal of Economic Development. RePEc:jed:journl:v:45:y:2020:i:1:p:3-29.

Full description at Econpapers || Download paper

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]
article86
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: 86
chapter
2018Generalized Recovery In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2019Generalized recovery.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2016Generalized Recovery.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Safe Haven CDS Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2018Safe Haven CDS Premiums.(2018) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2001Term Structures of Credit Spreads with Incomplete Accounting Information. In: Econometrica.
[Citation analysis]
article340
2014Dynamic capital structure with callable debt and debt renegotiations In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article27
2016Financial sector linkages and the dynamics of bank and sovereign credit spreads In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article40
2002Analyzing rating transitions and rating drift with continuous observations In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article168
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article53
2015Robustness of distance-to-default In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18
2012Corporate bond liquidity before and after the onset of the subprime crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]
article236
2008Decomposing swap spreads In: Journal of Financial Economics.
[Full Text][Citation analysis]
article94
2010Correlation in corporate defaults: Contagion or conditional independence? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article71
2004On the Pricing of Step-Up Bonds in the European Telecom Sector In: Working Papers.
[Full Text][Citation analysis]
paper5
2017Cyclicality and Firm Size in Private Firm Defaults In: International Journal of Central Banking.
[Full Text][Citation analysis]
article1
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]
article7
1997A Markov Model for the Term Structure of Credit Risk Spreads. In: Review of Financial Studies.
[Citation analysis]
article416
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: 416
chapter
2013Some Lessons From CDO Markets on Mathematical Models In: Palgrave Macmillan Books.
[Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team