A Markov model for the term structure of credit risk spreads RA Jarrow, D Lando, SM Turnbull The review of financial studies 10 (2), 481-523, 1997 | 2443 | 1997 |
On Cox processes and credit risky securities D Lando Review of Derivatives research 2, 99-120, 1998 | 1970 | 1998 |
Term structures of credit spreads with incomplete accounting information D Duffie, D Lando Econometrica 69 (3), 633-664, 2001 | 1830 | 2001 |
Credit risk modeling D Lando Handbook of Financial Time Series, 787-798, 2009 | 1232 | 2009 |
Corporate bond liquidity before and after the onset of the subprime crisis J Dick-Nielsen, P Feldhütter, D Lando Journal of Financial Economics 103 (3), 471-492, 2012 | 1116 | 2012 |
Analyzing rating transitions and rating drift with continuous observations D Lando, TM Skødeberg Journal of banking & finance 26 (2-3), 423-444, 2002 | 700 | 2002 |
Default risk and diversification: Theory and empirical implications RA Jarrow, D Lando, F Yu Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 409 | 2005 |
Decomposing swap spreads P Feldhütter, D Lando Journal of Financial Economics 88 (2), 375-405, 2008 | 353 | 2008 |
Correlation in corporate defaults: Contagion or conditional independence? D Lando, MS Nielsen Journal of Financial Intermediation 19 (3), 355-372, 2010 | 222 | 2010 |
Three essays on contingent claims pricing D Lando Cornell University, 1994 | 219 | 1994 |
Confidence sets for continuous-time rating transition probabilities JHE Christensen, E Hansen, D Lando Journal of Banking & Finance 28 (11), 2575-2602, 2004 | 206 | 2004 |
Modelling bonds and derivatives with default risk D Lando Mathematics of derivative securities 15, 369-393, 1997 | 176 | 1997 |
Financial sector linkages and the dynamics of bank and sovereign credit spreads R Kallestrup, D Lando, A Murgoci Journal of Empirical Finance 38, 374-393, 2016 | 139 | 2016 |
Swap pricing with two-sided default risk in a rating-based model B Huge, D Lando Review of Finance 3 (3), 239-268, 1999 | 112 | 1999 |
Generalized recovery CS Jensen, D Lando, LH Pedersen Journal of Financial Economics 133 (1), 154-174, 2019 | 109 | 2019 |
Robustness of distance-to-default C Jessen, D Lando Journal of Banking & Finance 50, 493-505, 2015 | 98 | 2015 |
Some elements of rating-based credit risk modeling D Lando Advanced fixed-income valuation tools, 193-215, 2000 | 84 | 2000 |
On Cox processes and credit risky bonds D Lando Available at SSRN 6143, 1999 | 60 | 1999 |
Dynamic capital structure with callable debt and debt renegotiations PO Christensen, D Lando, CR Flor, KR Miltersen Available at SSRN 320161, 2002 | 57 | 2002 |
Dynamic capital structure with callable debt and debt renegotiations PO Christensen, CR Flor, D Lando, KR Miltersen Journal of Corporate Finance 29, 644-661, 2014 | 51 | 2014 |