David Lando

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1118-7096

Copenhagen Business School and Danish Finance Institute

Publications

• The Financial Premium — The Journal of Finance 2026
• Generalized recovery — Journal of Financial Economics 2019
• Safe Haven CDS Premiums — The Review of Financial Studies 2018
• Corporate bond liquidity before and after the onset of the subprime crisis — Journal of Financial Economics 2012
• Decomposing swap spreads — Journal of Financial Economics 2008
• Term Structures of Credit Spreads with Incomplete Accounting Information — Econometrica 2001
• Swap Pricing with Two-Sided Default Risk in a Rating-Based Model — Review of Finance 1999
• A Markov Model for the Term Structure of Credit Risk Spreads — The Review of Financial Studies 1997