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David Lando

Global rank #7481 91%

Institution: Copenhagen Business School

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1997

Most Recent: 2019

RePEc ID: pla6 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.68 0.67 0.00 4.02
All Time 0.00 4.02 5.87 0.00 13.91

Publication Statistics

Raw Publications 12
Coauthorship-Adjusted Count 9.93

Publications (12)

Year Article Journal Tier Authors
2019 Generalized recovery Journal of Financial Economics A 3
2018 Safe Haven CDS Premiums The Review of Financial Studies A 2
2017 Cyclicality and Firm Size in Private Firm Defaults International Journal of Central Banking B 3
2015 Robustness of distance-to-default Journal of Banking & Finance B 2
2014 Dynamic capital structure with callable debt and debt renegotiations Journal of Corporate Finance B 4
2012 Corporate bond liquidity before and after the onset of the subprime crisis Journal of Financial Economics A 3
2010 Correlation in corporate defaults: Contagion or conditional independence? Journal of Financial Intermediation B 2
2008 Decomposing swap spreads Journal of Financial Economics A 2
2004 Confidence sets for continuous-time rating transition probabilities Journal of Banking & Finance B 3
2002 Analyzing rating transitions and rating drift with continuous observations Journal of Banking & Finance B 2
1999 Swap Pricing with Two-Sided Default Risk in a Rating-Based Model Review of Finance B 2
1997 A Markov Model for the Term Structure of Credit Risk Spreads. The Review of Financial Studies A 3