D. Lando
Finance · 2000–2014
A researcher in the Science corpus: 10 papers; trusts 34 researchers and is trusted by 46 researchers here, as inferred from the citation graph.
Subfields
- Finance — 92 citations into it; #1,087 of 10,518 by trust here, #794 by citations
- Accounting — 34 citations into it; #1,629 of 8,970 by trust here, #1,659 by citations
- Economics and Econometrics — 28 citations into it; #13,672 of 23,481 by trust here, #12,103 by citations
Whom D. Lando trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Darrell Duffie
- Francis A. Longstaff
- Joost Driessen
- David X. Li
- Leandro Saita
- Robert A. Jarrow
- Y. Amihud
- W. Perraudin
- V. Acharya
- Mitchell A. Petersen
Who trusts D. Lando overall
- Arnaud de Servigny
- Diana Diaz Weigel
- Richard M Cantor
- Alexander J. McNeil
- Halina Frydman
- Rüdiger Frey
- Olivier Renault
- Darrell Duffie
- Anna Chernobai
- Robert A. Jarrow
Papers from D. Lando's perspective
Ordered by how strongly the researchers D. Lando trusts endorse each paper. Same corpus, a different order for every researcher.
- Specification Analysis of Affine Term Structure Models
- Explaining the Rate Spread on Corporate Bonds
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- Market liquidity and funding liquidity
- Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
- Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy
- Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
- Corporate Yield Spreads and Bond Liquidity
Their papers
- Decomposing Swap Spreads (2008) — 277 citations
- Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads (2014) — 114 citations
- Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2012) — 813 citations
- Correlation in Corporate Defaults: Contagion or Conditional Independence? (2010) — 167 citations
- Credit Risk Modeling (2009) — 182 citations
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (2005) — 220 citations
- Credit Risk Modeling: Theory and Applications (2004) — 488 citations
- Analyzing rating transitions and rating drift with continuous observations (2002) — 494 citations
- Term Structures of Credit Spreads with Incomplete Accounting Information (2001) — 481 citations
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND APPLICATIONS (2000) — 146 citations