| 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 | 2380 | 1997 |
| On Cox processes and credit risky securities D Lando Review of Derivatives research 2, 99-120, 1998 | 1907 | 1998 |
| Term structures of credit spreads with incomplete accounting information D Duffie, D Lando Econometrica 69 (3), 633-664, 2001 | 1731 | 2001 |
| Credit risk modeling D Lando Credit Risk Modeling, 2009 | 1187 | 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 | 1012 | 2012 |
| Analyzing rating transitions and rating drift with continuous observations D Lando, TM Skødeberg Journal of banking & finance 26 (2-3), 423-444, 2002 | 672 | 2002 |
| Default risk and diversification: Theory and empirical implications RA Jarrow, D Lando, F Yu Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 402 | 2005 |
| Decomposing swap spreads P Feldhütter, D Lando Journal of Financial Economics 88 (2), 375-405, 2008 | 337 | 2008 |
| Three essays on contingent claims pricing D Lando Cornell University, 1994 | 223 | 1994 |
| Correlation in corporate defaults: Contagion or conditional independence? D Lando, MS Nielsen Journal of Financial Intermediation 19 (3), 355-372, 2010 | 210 | 2010 |
| Confidence sets for continuous-time rating transition probabilities JHE Christensen, E Hansen, D Lando Journal of Banking & Finance 28 (11), 2575-2602, 2004 | 203 | 2004 |
| Modelling bonds and derivatives with default risk D Lando Mathematics of derivative securities 15, 369, 1997 | 174 | 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 | 132 | 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 | 111 | 1999 |
| Generalized recovery CS Jensen, D Lando, LH Pedersen Journal of Financial Economics 133 (1), 154-174, 2019 | 89 | 2019 |
| Some elements of rating-based credit risk modeling D Lando Advanced fixed-income valuation tools, 193-215, 2000 | 80 | 2000 |
| Robustness of distance-to-default C Jessen, D Lando Journal of Banking & Finance 50, 493-505, 2015 | 78 | 2015 |
| On Cox processes and credit risky bonds D Lando Available at SSRN 6143, 1999 | 58 | 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 |
| Non‐parametric analysis of rating transition and default data P Fledelius, D Lando, JP Nielsen The Credit Market Handbook: Advanced Modeling Issues, 77-100, 2012 | 51 | 2012 |
