David Lando : Citation Profile

Copenhagen Business School

13

H index

13

i10 index

2042

Citations

RESEARCH PRODUCTION:

18

Articles

4

Papers

3

Chapters

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 81
   Journals where David Lando has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 8 (0.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla6
   Updated: 2026-02-21    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)

Augustin, Patrick (15)

Renne, Jean-Paul (15)

Lucas, Andre (15)

Batten, Jonathan (14)

Chernov, Mikhail (11)

Cites to:

Duffie, Darrell (15)

merton, robert (9)

Singleton, Kenneth (9)

Jarrow, Robert (9)

Longstaff, Francis (8)

Leland, Hayne (7)

Acharya, Viral (7)

Pedersen, Lasse (7)

pan, jun (6)

Reinhart, Carmen (5)

Schuermann, Til (4)

Main data

Where David Lando has published?

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

YearTitle of citing document
2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. 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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2025A note on Refracted Skew Brownian Motion with an application. (2025). Ahmadi, Zaniar ; Zhou, Xiaowen. In: Papers. RePEc:arx:papers:2407.09321.

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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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2025Three-level qualitative classification of financial risks under varying conditions through first passage times. (2025). Bouthelier-Madre, Carlos ; Escudero, Carlos. In: Papers. RePEc:arx:papers:2507.08101.

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2025Stabilising Lifetime PD Models under Forecast Uncertainty. (2025). Rostampour, Vahab. In: Papers. RePEc:arx:papers:2509.10586.

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

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2024The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1460_24.

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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). Zhang, Ray ; Hrazdil, Karel ; Li, Jiyuan ; Lobo, Gerald. 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). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533.

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2024Unraveling the impact of female CEOs on corporate bond markets. (2024). Zhao, Ran ; Zhu, LU ; Yuraustin, Jasmine. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:391-423.

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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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2024Earnings News and Over‐the‐Counter Markets. (2024). Watts, Edward M ; Kim, Chongho ; Huber, Stefan J. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:701-735.

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2024The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20242897.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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

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2025Capitalization of operating leases and the cost of bank loans. (2025). Liu, Xiaotao Kelvin ; Golden, Joanna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000410.

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2025Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums. (2025). Imerman, Michael B ; Ye, Xiaoxia ; Zhao, Ran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000999.

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2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

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2025Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2024Dealer inventory and the cross-section of corporate bond returns. (2024). Friewald, Nils ; Nagler, Florian. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524001939.

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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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2025The devil in the details: Dynamic Prediction of loan portfolio profitability with macroeconomic drivers through multi-state modelling. (2025). Crook, Jonathan ; Djeundje, Viani B ; Andreeva, Galina. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:2:p:703-715.

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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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2024Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963.

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2025CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052.

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2024The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133.

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2025Revisiting oil and tanker shipping markets: The role of geopolitical risk in shaping spillover dynamics. (2025). Chen, Shuiyang ; Hao, Siting ; Meng, Bin ; Zhang, Yajing ; Kuang, Haibo. In: Energy. RePEc:eee:energy:v:321:y:2025:i:c:s0360544225011363.

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2025The benefits of downside risk reduction through coinsurance. (2025). Norden, Lars ; Goedde-Menke, Michael ; Rose, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003527.

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2025Circular economy and firm-specific risks: A risk management perspective. (2025). Soana, Maria Gaia ; Allodi, Evita. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005411.

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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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2025Navigating transparency: The interplay of ESG disclosure and voluntary earnings guidance. (2025). King, Tatiana ; Agapova, Anna ; Ranta, Mikko. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007452.

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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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2025Organizational form and liquidity management: Evidence from open- vs. closed-end municipal bond funds. (2025). Yang, Jingyun ; Wang, Jay Z ; Chalmers, John. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015289.

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

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2024Sovereign credit spreads, banking fragility, and global factors. (2024). Valenzuela, Patricio ; Chari, Anusha ; Martinez, Juan Francisco ; Garces, Felipe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000202.

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2024The demand for central clearing: To clear or not to clear, that is the question!. (2024). Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto ; Pelizzon, Loriana ; Girardi, Giulio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000329.

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2025Banking supervisory architecture and sovereign risk. (2025). Cuadros-Solas, Pedro J ; Surez, Nuria ; Salvador, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001505.

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2025ESG performance and bond return volatility. (2025). Chamberlain, Trevor ; Zhu, LU ; Zhao, Ran ; Zhang, Zehua. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000634.

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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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2024Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193.

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

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2025Muni Disclosure: All talk and no trade?. (2025). Cuny, Christine ; Li, Ken ; Watts, Edward M ; Nakhmurina, Anya. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:80:y:2025:i:1:s0165410125000333.

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2024Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds. (2024). Huang, Jingzhi ; Wang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001341.

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2025Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310.

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2025Have ratings become more accurate?. (2025). Afik, Zvika ; Galil, Koresh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002516.

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

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2024When failure is an option: Fragile liquidity in over-the-counter markets. (2024). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000825.

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

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2025Sideshow or center stage? Information transmission between CDS and equity markets. (2025). Rubesam, Alexandre ; Zimmermann, Paul. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000191.

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2025Media-based climate risks and international corporate bond market. (2025). Vulanovic, Milos ; Piljak, Vanja ; Benkraiem, Ramzi ; Dimic, Nebojsa ; Swinkels, Laurens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s026156062400247x.

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2025Corporate investment decisions amid climate risks: Relocate or stay?. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001238.

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2025Corporate bond market distress. (2025). Crump, Richard ; Shachar, OR ; Kovner, Anna ; Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000364.

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2024Vulnerable options with regime switching and stochastic liquidity. (2024). Lu, Tuantuan ; Lin, Sha ; He, Xin-Jiang ; Pasricha, Puneet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001364.

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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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2025The impact of narrative R&D disclosures on bond issuance spreads of Chinese firms. (2025). Huang, Wan ; Liang, Qingwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004629.

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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 ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. 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). Hong, Zhiwu ; Lin, Mucai ; Su, GE. 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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2024Sovereign Green Bond Market: Drivers of Yields and Liquidity. (2024). Tomczak, Kamila. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:48-:d:1397882.

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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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2024Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching. (2024). Salopek, Donna Mary ; Colwell, David ; Zarban, Ashwaq Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2740-:d:1469922.

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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 ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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2024Multiperiod Bankruptcy Prediction Models with Interpretable Single Models. (2024). Santos, Jos ; Rodrguez, Manuel ; Beade, Ngel. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10479-z.

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2025Political uncertainty and sovereign bond markets. (2025). Jankowitsch, Rainer ; Handler, Lukas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:1:d:10.1007_s11408-024-00461-6.

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2024The effect of bank organizational risk-management on the pricing of non-deposit debt. (2024). HASAN, IFTEKHAR ; Yan, Meng ; Waisman, Maya ; Peng, Emma. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:1:d:10.1007_s10693-024-00425-x.

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2025The Covid pandemic in the market: infected, immune and cured bonds. (2025). Zaghini, Andrea. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-022-00394-z.

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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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2025Skew Index: a machine learning forecasting approach. (2025). Mora-Valencia, Andrés ; Vanegas, Esteban. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00152-6.

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2025Tax Incentives and the Cost of Sustainable Debt: Evidence from Thailand€™s ESG Fund Policy. (2025). Saengchote, Kanis ; Daengnimvikul, Phanjarat. In: PIER Discussion Papers. RePEc:pui:dpaper:241.

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2025How do investor preferences on ESG score influence portfolio management? A Markov model for simulating risk-return expectations. (2025). Vergine, Salvatore. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:3:d:10.1007_s10479-025-06716-3.

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2024From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads. (2024). Alqaralleh, Huthaifa Sameeh. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00274-y.

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2025The nexus of top management structure, stock liquidity and valuation: a puzzle of the Gordian knot. (2025). Qiao, Yankuo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:3:d:10.1007_s12197-025-09721-1.

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2025Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w.

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2025Anticipatory effects of accounting standards: the lease exposure draft. (2025). Qiu, Lin ; Ronen, Joshua. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:2:d:10.1007_s11142-024-09861-5.

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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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2025Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets. (2023). Pouget, Sebastien ; Kim, Daniel. In: TSE Working Papers. RePEc:tse:wpaper:128527.

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2025Trading choices. (2025). Sultanum, Bruno ; Siva, Andre C ; Dyskant, Lucas. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp675.

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2024Analysis of Green Bond Yields in Different Economic Regimes: High and Low Interest Rates. (2024). Milo, Ivancevic. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:2:p:7-26:n:1001.

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2024Climate regulation costs and firms’ distress risk. (2024). Tsouknidis, Dimitris ; Lambertides, Neophytos. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:1:p:3-30.

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2024A multistage forecasting model for green bond cost optimization with dynamic corporate risk constraints. (2024). Borjigin, Sumuya ; Yang, Ruicheng ; Hu, Zinan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2607-2634.

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2024Corporate credit default swap systematic factors. (2024). Lu, Qinye ; Lin, Mingtsung ; Chan, Ka Kei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1224-1256.

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2024Trade‐Off Theory for Dual Holders. (2024). Persson, Sveinarne ; Nygrd, Guttorm ; Lindset, Snorre. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1611-1643.

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2025Spatial Dependence via the Internal Capital Markets of U.S. Global Banks. (2025). Shabani, Mimoza ; D'Avino, Carmela. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:1:p:69-105.

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

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2025Collateral pledgeability and asset manager portfolio choices during redemption waves. (2025). Fauvrelle, Thiago ; Riedel, Max ; Skrutkowski, Mathias. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325430.

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Works by David Lando:

YearTitleTypeCited
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]		article98
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: 98		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]		paper17
2018Safe Haven CDS Premiums.(2018) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2001Term Structures of Credit Spreads with Incomplete Accounting Information. In: Econometrica.
[Citation analysis]		article413
2014Dynamic capital structure with callable debt and debt renegotiations In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article32
2016Financial sector linkages and the dynamics of bank and sovereign credit spreads In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article62
2002Analyzing rating transitions and rating drift with continuous observations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article221
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]		article33
2012Corporate bond liquidity before and after the onset of the subprime crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article382
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]		article483
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: 483		chapter
2013Some Lessons From CDO Markets on Mathematical Models In: Palgrave Macmillan Books.
[Citation analysis]		chapter0

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