Standout Papers

A Markov Model for the Term Structure of Credit Risk Spreads 1997 2026 2006 2016 834
  1. A Markov Model for the Term Structure of Credit Risk Spreads (1997)
    Robert A. Jarrow, David Lando et al. Review of Financial Studies
  2. Term Structures of Credit Spreads with Incomplete Accounting Information (2001)
    Darrell Duffie, David Lando Econometrica
  3. On cox processes and credit risky securities (1998)
    David Lando Review of Derivatives Research
  4. Corporate bond liquidity before and after the onset of the subprime crisis (2011)
    Jens Dick‐Nielsen, Peter Feldhütter et al. Journal of Financial Economics

Immediate Impact

2 by Nobel laureates 84 standout
Sub-graph 1 of 18

Citing Papers

Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis
2021 Standout
Unsupervised Learning Methods for Molecular Simulation Data
2021 Standout
15 intermediate papers

Works of David Lando being referenced

Corporate bond liquidity before and after the onset of the subprime crisis
2011 Standout
A Markov Model for the Term Structure of Credit Risk Spreads
1997 Standout
and 2 more

Author Peers

Author Last Decade Papers Cites
David Lando 4565 1686 1119 47 5.0k
Stuart M. Turnbull 4001 1231 1356 57 4.4k
Charles Cao 5281 1323 2388 73 5.6k
Eric C. Chang 4030 1477 2630 96 4.8k
Walter N. Torous 3545 1655 2526 71 4.5k
Neil D. Pearson 3233 1281 1959 123 5.1k
John C. Hull 2469 505 917 50 2.8k
Jin‐Chuan Duan 3230 569 1557 79 3.5k
Stephen Figlewski 3738 860 2498 83 4.4k
Laurent E. Calvet 1790 1415 2144 56 2.8k
Charles J. Corrado 1621 1046 916 52 2.4k

All Works

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Rankless by CCL
2026