!!David Lando - Selected publications \\ #Credit Risk Modeling – Theory and Applications, 2004, Princeton University Press. 320 pages\\ #(with Peter Feldhütter and Jens Dick-Nielsen) Corporate bond liquidity before and after the onset of the subprime crisis, Journal of Financial Economics, 2012\\ #(with Mads Stenbo Nielsen) Correlation in corporate defaults: Contagion or conditional independence? Journal of Financial Intermediation, 2010\\ #(with Allan Mortensen) Revisiting the slope of the credit spread curve, Journal of Investment Management, 2005\\ #(with Peter Feldhütter) Decomposing Swap Spreads, Journal of Financial Economics, 2008\\ #(with Robert Jarrow and Fan Yu) Default risk and Diversification: Theory and empirical implications, Mathematical Finance, 2005 \\ #(with Jens Christensen and Ernst Hansen) Confidence sets for continuous-time rating transition probabilities, Journal of Banking and Finance, 2004, \\ #(with Peter Fledelius and Jens Perch Nielsen) Non-parametric analysis of rating transition and default data, Journal of Investment Management, 2004\\ #(with Torben Skødeberg) Analyzing rating transitions and rating drift with continuous observations, Journal of Banking and Finance, 2002\\ #(with Darrell Duffie) Term structures of credit spreads with incomplete accounting information, Econometrica, 2001\\ #(with Robert Jarrow and Stuart Turnbull) A Markov model for the term structure of credit risk spreads, Review of Financial Studies, 1997, vol. 10, pp. 481-523